Expected stock returns and volatility

A-Tier
Journal: Journal of Financial Economics
Year: 1987
Volume: 19
Issue: 1
Pages: 3-29

Authors (3)

French, Kenneth R. (Dartmouth College) Schwert, G. William (University of Rochester) Stambaugh, Robert F. (National Bureau of Economic Re...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:19:y:1987:i:1:p:3-29
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25