Lunch break and intraday volatility of stock returns : An hourly data analysis of Tokyo and New York stock markets

C-Tier

Journal: Economics Letters

Year: 1992

Volume: 39

Issue: 1

Pages: 85-90

Authors (2)

Ito, Takatoshi Lin, Wen-Ling (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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