Asset pricing and the bid-ask spread

A-Tier

Journal: Journal of Financial Economics

Year: 1986

Volume: 17

Issue: 2

Pages: 223-249

Authors (2)

Amihud, Yakov (New York University (NYU)) Mendelson, Haim (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