Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2

B-Tier

Journal: Journal of International Money and Finance

Year: 1998

Volume: 17

Issue: 1

Pages: 5-27

Authors (3)

De Jong, Frank (not in RePEc) Mahieu, Ronald Schotman, Peter (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