Fundamental determinants of national equity market returns: A perspective on conditional asset pricing

B-Tier

Journal: Journal of Banking & Finance

Year: 1997

Volume: 21

Issue: 11-12

Pages: 1625-1665

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