Portfolio Choice with Market Closure and Implications for Liquidity Premia

B-Tier
Journal: Management Science
Year: 2016
Volume: 62
Issue: 2
Pages: 368-386

Authors (4)

Min Dai (English) Peifan Li (not in RePEc) Hong Liu (not in RePEc) Yajun Wang (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:62:y:2016:i:2:p:368-386
Journal Field
General
Author Count
4
Added to Database
2026-02-08