Efficiency testing revisited: a foreign exchange market with Bayesian learning

B-Tier

Journal: Journal of International Money and Finance

Year: 1997

Volume: 16

Issue: 3

Pages: 367-385

Authors (2)

Christodoulakis, Nicos M. (not in RePEc) Kalyvitis, Sarantis C. (Athens University of Economics)

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