Heterogeneous information arrival and option pricing

A-Tier
Journal: Journal of Econometrics
Year: 1998
Volume: 83
Issue: 1-2
Pages: 291-323

Authors (2)

Asea, Patrick K. (not in RePEc) Ncube, Mthuli (Oxford University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:83:y:1998:i:1-2:p:291-323
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-26