Nonlinear limits to arbitrage

C-Tier

Journal: Journal of Futures Markets

Year: 2022

Volume: 42

Issue: 6

Pages: 1084-1113

Authors (4)

Jingzhi Chen (not in RePEc) Charlie X. Cai (not in RePEc) Robert Faff (University of Queensland) Yongcheol Shin (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