Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

A-Tier

Journal: Journal of Finance

Year: 2013

Volume: 68

Issue: 5

Pages: 1805-1841

Authors (3)

LORIANO MANCINI (not in RePEc) ANGELO RANALDO (Swiss Finance Institute) JAN WRAMPELMEYER

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