An Anatomy of Trading Strategies.

A-Tier

Journal: The Review of Financial Studies

Year: 1998

Volume: 11

Issue: 3

Pages: 489-519

Authors (2)

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

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