A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market

C-Tier

Journal: Macroeconomic Dynamics

Year: 2012

Volume: 16

Issue: 4

Pages: 556-575

Authors (3)

Chiarella, Carl He, Xue-Zhong (not in RePEc) Pellizzari, Paolo (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