STATISTICAL MODELING OF STOCK RETURNS: EXPLANATORY OR DESCRIPTIVE? A HISTORICAL SURVEY WITH SOME METHODOLOGICAL REFLECTIONS

C-Tier

Journal: Journal of Economic Surveys

Year: 2016

Volume: 30

Issue: 1

Pages: 149-164

Authors (3)

Phoebe Koundouri (Athens University of Economics) Nikolaos Kourogenis (University of Piraeus) Nikitas Pittis (not in RePEc)

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