The impact of data frequency on market efficiency tests of commodity futures prices

C-Tier

Journal: Journal of Futures Markets

Year: 2018

Volume: 38

Issue: 6

Pages: 696-714

Authors (3)

Xuedong Wu (not in RePEc) Jeffrey H. Dorfman (North Carolina State Universit...) Berna Karali (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