Investigating the correlation of unobserved expectations : Expected returns in equity and foreign exchange markets and other examples

A-Tier

Journal: Journal of Monetary Economics

Year: 1992

Volume: 30

Issue: 2

Pages: 217-253

Authors (2)

Cumby, Robert E. (Georgetown University) Huizinga, John (not in RePEc)

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