Illiquidity shocks and the comovement between stocks: New evidence using smooth transition

C-Tier
Journal: Journal of Empirical Finance
Year: 2013
Volume: 23
Issue: C
Pages: 1-15

Authors (3)

Chelley-Steeley, Patricia Lambertides, Neophytos (not in RePEc) Savva, Christos S. (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

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Technical Details

RePEc Handle
repec:eee:empfin:v:23:y:2013:i:c:p:1-15
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08