Information Flow, Trading Activity and Commodity Futures Volatility

C-Tier

Journal: Journal of Futures Markets

Year: 2016

Volume: 36

Issue: 1

Pages: 88-104

Authors (2)

Adam E. Clements (Queensland University of Techn...) Neda Todorova (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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