Tick Size, Spread, and Volume

B-Tier

Journal: Journal of Financial Intermediation

Year: 1996

Volume: 5

Issue: 1

Pages: 2-22

Authors (3)

Ahn, Hee-Joon (not in RePEc) Cao, Charles Q. (Tsinghua University) Choe, Hyuk (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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