The seasonal behavior of the liquidity premium in asset pricing

A-Tier

Journal: Journal of Financial Economics

Year: 1993

Volume: 34

Issue: 3

Pages: 373-386

Authors (2)

Eleswarapu, Venkat R. (Trilogy Global Advisors) Reinganum, Marc R. (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