A cointegration test for oil futures market efficiency

C-Tier

Journal: Journal of Futures Markets

Year: 1993

Volume: 13

Issue: 8

Pages: 933-941

Authors (2)

William J. Crowder (University of Texas-Arlington) Anas Hamed (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