Sources of risk and expected returns in global equity markets

B-Tier

Journal: Journal of Banking & Finance

Year: 1994

Volume: 18

Issue: 4

Pages: 775-803

Authors (2)

Ferson, Wayne E. (not in RePEc) Harvey, Campbell R. (Duke University)

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