Efficiency in index options markets and trading in stock baskets

B-Tier

Journal: Journal of Banking & Finance

Year: 2001

Volume: 25

Issue: 9

Pages: 1607-1634

Authors (2)

Ackert, Lucy F. (Kennesaw State University) Tian, Yisong S. (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