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. (not in RePEc) Fisher, Adlai J. (University of British Columbia)

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