Price, trade size, and information in securities markets

A-Tier

Journal: Journal of Financial Economics

Year: 1987

Volume: 19

Issue: 1

Pages: 69-90

Authors (2)

Easley, David (Cornell University) O'Hara, Maureen (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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