Cointegration, market integration, and market efficiency

B-Tier

Journal: Journal of International Money and Finance

Year: 2005

Volume: 24

Issue: 6

Pages: 873-890

Authors (2)

Lence, Sergio (Iowa State University) Falk, Barry (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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