Market timing ability and volatility implied in investment newsletters' asset allocation recommendations

A-Tier

Journal: Journal of Financial Economics

Year: 1996

Volume: 42

Issue: 3

Pages: 397-421

Authors (2)

Graham, John R. (not in RePEc) Harvey, Campbell R. (Duke University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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