Using daily stock returns : The case of event studies

A-Tier

Journal: Journal of Financial Economics

Year: 1985

Volume: 14

Issue: 1

Pages: 3-31

Authors (2)

Brown, Stephen J. (New York University (NYU)) Warner, Jerold 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