Asset Prices and Trading Volume under Fixed Transactions Costs

S-Tier
Journal: Journal of Political Economy
Year: 2004
Volume: 112
Issue: 5
Pages: 1054-1090

Authors (3)

Andrew W. Lo (Massachusetts Institute of Tec...) Harry Mamaysky (not in RePEc) Jiang Wang (not in RePEc)

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:ucp:jpolec:v:112:y:2004:i:5:p:1054-1090
Journal Field
General
Author Count
3
Added to Database
2026-01-25