An ex ante analysis of put-call parity

A-Tier

Journal: Journal of Financial Economics

Year: 1980

Volume: 8

Issue: 4

Pages: 363-378

Authors (2)

Klemkosky, Robert C. (not in RePEc) Resnick, Bruce G. (Wake Forest 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