Volatility Behavior of Industrial Stock Price Indices.

A-Tier

Journal: Journal of Finance

Year: 1973

Volume: 28

Issue: 4

Pages: 957-71

Authors (2)

Schwartz, Robert A (not in RePEc) Altman, Edward I (New York University (NYU))

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