Using Bayesian variable selection methods to choose style factors in global stock return models

B-Tier

Journal: Journal of Banking & Finance

Year: 2002

Volume: 26

Issue: 12

Pages: 2301-2325

Authors (3)

Hall, Anthony D. Hwang, Soosung (Sungkyunkwan University) Satchell, Stephen E. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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