When the first few chapters of Ben-Hur were published as a separate volume titled The First Christmas, Wallace wrote the preface describing his writing process. A lack of knowledge of the historical circumstances surrounding the birth of Christ compelled Wallace "to study everything of pertinency; after which, possibly, I would be possessed of opinions of real value." Unfortunately for the world-renowned author, "pertinency" isn't actually a word; he should have used "pertinence".
We could overlook that near-miss, but Wallace just plain made up a word elsewhwere in the preface. He described walking to his brother's house from a train station: "The street-cars were at my service, but I preferred to walk, for I was in a confusion of mind not unlike dazement." Dazement? Apparently he was so confused that he couldn't come up with a word that already existed!
I guess famous authors not only get to build their own studies, they also get to invent words.