Cross‐market correlations and transmission of information

C-Tier

Journal: Journal of Futures Markets

Year: 2002

Volume: 22

Issue: 11

Pages: 1059-1082

Authors (2)

Salim M. Darbar (not in RePEc) Partha Deb (City University of New York (C...)

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