A Theory of Intraday Patterns: Volume and Price Variability

A-Tier

Journal: The Review of Financial Studies

Year: 1988

Volume: 1

Issue: 1

Pages: 3-40

Authors (1)

Anat R. Admati, Paul Pfleiderer (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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