Expectation revisions and jumps in asset prices

C-Tier

Journal: Economics Letters

Year: 1998

Volume: 59

Issue: 3

Pages: 367-372

Authors (2)

Dewachter, Hans (KU Leuven) Veestraeten, Dirk (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