An empirical behavioral model of liquidity and volatility

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2008
Volume: 32
Issue: 1
Pages: 200-234

Authors (2)

Mike, Szabolcs (not in RePEc) Farmer, J. Doyne (Oxford University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:dyncon:v:32:y:2008:i:1:p:200-234
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25