Components of short-horizon individual security returns

A-Tier

Journal: Journal of Financial Economics

Year: 1991

Volume: 29

Issue: 2

Pages: 365-384

Authors (3)

Conrad, Jennifer (not in RePEc) Kaul, Gautam (University of Michigan) Nimalendran, M. (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