Uncovering mild drift in asset prices with intraday high-frequency data

A-Tier
Journal: Journal of Econometrics
Year: 2026
Volume: 253
Issue: C

Authors (2)

Shi, Shuping (Macquarie University) Phillips, Peter C.B. (Singapore Management Universit...)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:253:y:2026:i:c:s0304407625002301
Journal Field
Econometrics
Author Count
2
Added to Database
2026-02-17