A note on the importance of overnight information in risk management models

B-Tier
Journal: Journal of Banking & Finance
Year: 2007
Volume: 31
Issue: 1
Pages: 161-180

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:31:y:2007:i:1:p:161-180
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29