Samuelson hypothesis, arbitrage activity, and futures term premiums

C-Tier

Journal: Journal of Futures Markets

Year: 2020

Volume: 40

Issue: 9

Pages: 1420-1441

Authors (2)

Robert Brooks (University of Alabama-Tuscaloo...) Pavel Teterin (not in RePEc)

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