Bids and asks in disequilibrium market microstructure: The case of IBM

B-Tier

Journal: Journal of Banking & Finance

Year: 1995

Volume: 19

Issue: 2

Pages: 323-345

Authors (3)

deB. Harris, Frederick H. (not in RePEc) McInish, Thomas H. (University of Pittsburgh) Chakravarty, Ranjan R. (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