Stock market microstructure and return volatility : Evidence from Italy

B-Tier

Journal: Journal of Banking & Finance

Year: 1990

Volume: 14

Issue: 2-3

Pages: 423-440

Authors (3)

Amihud, Yakov (New York University (NYU)) Mendelson, Haim (not in RePEc) Murgia, Maurizio (Libera Università di Bolzano /...)

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