Econometric models of limit-order executions

A-Tier
Journal: Journal of Financial Economics
Year: 2002
Volume: 65
Issue: 1
Pages: 31-71

Authors (3)

Lo, Andrew W. (Massachusetts Institute of Tec...) MacKinlay, A. Craig (not in RePEc) Zhang, June (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:jfinec:v:65:y:2002:i:1:p:31-71
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25