Price effects of trading and components of the bid-ask spread on the Paris Bourse

C-Tier

Journal: Journal of Empirical Finance

Year: 1996

Volume: 3

Issue: 2

Pages: 193-213

Authors (3)

de Jong, Frank (Universiteit van Tilburg) Nijman, Theo (not in RePEc) Roell, Ailsa (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