An empirical examination of the relation between futures spreads volatility, volume, and open interest

C-Tier

Journal: Journal of Futures Markets

Year: 2002

Volume: 22

Issue: 11

Pages: 1083-1102

Authors (2)

Paul Berhanu Girma (not in RePEc) Mbodja Mougoué

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