A note on execution costs for stock index futures: Information versus liquidity effects

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 3

Pages: 565-577

Authors (3)

Berkman, Henk (University of Auckland) Brailsford, Tim (not in RePEc) Frino, Alex (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count