Half-life bias correction and the G7 stock markets

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 109
Issue: 1
Pages: 1-3

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

We look at alternative methods to correct a downward bias in half-life estimates of relative stock prices among the G7 countries. We compare a grid-[alpha] median-unbiased method and a recursive mean adjustment method.

Technical Details

RePEc Handle
repec:eee:ecolet:v:109:y:2010:i:1:p:1-3
Journal Field
General
Author Count
3
Added to Database
2026-01-25