Conditional volatility and the informational efficiency of the PHLX currency options market

B-Tier

Journal: Journal of Banking & Finance

Year: 1995

Volume: 19

Issue: 5

Pages: 803-821

Authors (2)

Xu, Xinzhong (Peking University) Taylor, Stephen J. (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