The Price of Political Uncertainty: Theory and Evidence from the Option Market

A-Tier

Journal: Journal of Finance

Year: 2016

Volume: 71

Issue: 5

Pages: 2417-2480

Authors (3)

BRYAN KELLY (not in RePEc) ĽUBOŠ PÁSTOR (University of Chicago) PIETRO VERONESI (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