Testing for market timing ability : A framework for forecast evaluation

A-Tier

Journal: Journal of Financial Economics

Year: 1987

Volume: 19

Issue: 1

Pages: 169-189

Authors (2)

Cumby, Robert E. (Georgetown University) Modest, David M. (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