Three Factors, Interest Rate Differentials and Stock Groups.

A-Tier

Journal: Journal of Finance

Year: 1981

Volume: 36

Issue: 2

Pages: 323-35

Authors (3)

Fogler, H Russell (not in RePEc) John, Kose (New York University (NYU)) Tipton, James (not in RePEc)

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