Trading around macroeconomic announcements: Are all traders created equal?

B-Tier

Journal: Journal of Financial Intermediation

Year: 2006

Volume: 15

Issue: 4

Pages: 470-493

Authors (3)

Erenburg, Grigori (not in RePEc) Kurov, Alexander (West Virginia University) Lasser, Dennis J. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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