An analysis of transactions data for the Toronto Stock Exchange : Return patterns and end-of-the-day effect

B-Tier

Journal: Journal of Banking & Finance

Year: 1990

Volume: 14

Issue: 2-3

Pages: 441-458

Authors (2)

McInish, Thomas H. (University of Pittsburgh) Wood, Robert A. (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