GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets

B-Tier

Journal: Journal of International Money and Finance

Year: 1996

Volume: 15

Issue: 4

Pages: 497-521

Authors (2)

Lund, Jesper (not in RePEc) Engsted, Tom (Aarhus Universitet)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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