The economic value of VIX ETPs

C-Tier

Journal: Journal of Empirical Finance

Year: 2020

Volume: 58

Issue: C

Pages: 121-138

Authors (3)

Christensen, Kim (not in RePEc) Christiansen, Charlotte (Aarhus Universitet) Posselt, Anders M. (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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