No news is good news *1: An asymmetric model of changing volatility in stock returns

A-Tier

Journal: Journal of Financial Economics

Year: 1992

Volume: 31

Issue: 3

Pages: 281-318

Authors (2)

Campbell, John Y. (Harvard University) Hentschel, Ludger (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