Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
Introduction, 242. — I. The pure stock adjustment model, 244. — II. The effects of portfolio growth, 246. — III. An empirical application: U.S. short term capital movements, 249. — IV. Interest costs, 252. — V. The interrelationships between interest rates, portfolio size, and capital and interest flows, 257. — VI. Summary and conclusions, 259.