New insights into the impact of the introduction of futures trading on stock price volatility

C-Tier
Journal: Journal of Futures Markets
Year: 2001
Volume: 21
Issue: 3
Pages: 237-255

Authors (3)

Michael D. McKenzie (not in RePEc) Timothy J. Brailsford (not in RePEc) Robert W. Faff (University of Queensland)

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:jfutmk:v:21:y:2001:i:3:p:237-255
Journal Field
Finance
Author Count
3
Added to Database
2026-02-17