The index futures markets: Is screen trading more efficient?

C-Tier

Journal: Journal of Futures Markets

Year: 2004

Volume: 24

Issue: 4

Pages: 337-357

Authors (3)

Laurence Copeland (Cardiff University) Kin Lam (not in RePEc) Sally‐Ann Jones (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