Margin regulation and market quality: a microstructure analysis

B-Tier

Journal: Journal of Corporate Finance

Year: 2004

Volume: 10

Issue: 4

Pages: 549-574

Authors (4)

Alexander, Gordon J. (University of Minnesota) Ors, Evren (HEC Paris (École des Hautes Ét...) Peterson, Mark A. (not in RePEc) Seguin, Paul J. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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