Trading intensity, volatility, and arbitrage activity

B-Tier
Journal: Journal of Banking & Finance
Year: 2004
Volume: 28
Issue: 5
Pages: 1137-1162

Authors (1)

Taylor, Nicholas (University of Bristol)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-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:jbfina:v:28:y:2004:i:5:p:1137-1162
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29