Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 1

Pages: 107-128

Authors (3)

Pascual, Roberto (Universitat de les Illes Balea...) Escribano, Alvaro (Universidad Carlos III de Madr...) Tapia, Mikel (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