The relationship between daily U.S. and Japanese equity prices: Evidence from spot versus futures markets

B-Tier
Journal: Journal of Banking & Finance
Year: 1994
Volume: 18
Issue: 4
Pages: 757-773

Authors (2)

Aggarwal, Raj (University of Akron) Park, Young S. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-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:jbfina:v:18:y:1994:i:4:p:757-773
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24