Noisy Prices and Inference Regarding Returns

A-Tier

Journal: Journal of Finance

Year: 2013

Volume: 68

Issue: 2

Pages: 665-714

Authors (3)

ELENA ASPAROUHOVA (not in RePEc) HENDRIK BESSEMBINDER (Arizona State University) IVALINA KALCHEVA (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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