Multifrequency news and stock returns

A-Tier
Journal: Journal of Financial Economics
Year: 2007
Volume: 86
Issue: 1
Pages: 178-212

Authors (2)

Calvet, Laurent E. (SKEMA Business School) Fisher, Adlai J. (University of British Columbia)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:86:y:2007:i:1:p:178-212
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25