Short-term reaction of stock markets in stressful circumstances

B-Tier

Journal: Journal of Banking & Finance

Year: 2003

Volume: 27

Issue: 10

Pages: 1959-1977

Authors (3)

Lasfer, M. Ameziane (City University) Melnik, Arie Thomas, Dylan C. (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