Margin borrowing, stock returns, and market volatility: Evidence from margin credit balance

C-Tier

Journal: Economics Letters

Year: 2005

Volume: 87

Issue: 2

Pages: 273-278

Authors (3)

Zhang, Wei David (not in RePEc) Seyedian, Mojtaba (not in RePEc) Li, Jinliang (Tsinghua University)

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