Dark trading and informational efficiency around macroeconomic news arrivals: Evidence from the U.S. Treasury market

C-Tier

Journal: Economics Letters

Year: 2026

Volume: 260

Issue: C

Authors (2)

Lin, Hai (Victoria University of Welling...) Qiao, Rui (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