Mechanical mean reversion of leverage ratios

C-Tier

Journal: Economics Letters

Year: 2007

Volume: 95

Issue: 2

Pages: 223-229

Authors (2)

Chen, Long (Washington University in St. L...) Zhao, Xinlei (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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