Anomalies in Security Returns and the Specification of the Market Model.

A-Tier

Journal: Journal of Finance

Year: 1984

Volume: 39

Issue: 3

Pages: 807-15

Authors (2)

Brown, Stephen J (New York University (NYU)) Barry, Christopher B (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count