Order dynamics: Recent evidence from the NYSE

C-Tier

Journal: Journal of Empirical Finance

Year: 2007

Volume: 14

Issue: 5

Pages: 636-661

Authors (4)

Ellul, Andrew (Centro Studi di Economia e Fin...) Holden, Craig W. (not in RePEc) Jain, Pankaj (not in RePEc) Jennings, Robert (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count