Are correlations of stock returns justified by subsequent changes in national outputs?

B-Tier

Journal: Journal of International Money and Finance

Year: 2003

Volume: 22

Issue: 6

Pages: 777-811

Authors (3)

Dumas, Bernard (not in RePEc) Harvey, Campbell R. (Duke University) Ruiz, Pierre (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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