Real-time price discovery in global stock, bond and foreign exchange markets

A-Tier

Journal: Journal of International Economics

Year: 2007

Volume: 73

Issue: 2

Pages: 251-277

Authors (4)

Andersen, Torben G. (National Bureau of Economic Re...) Bollerslev, Tim (National Bureau of Economic Re...) Diebold, Francis X. (not in RePEc) Vega, Clara (University of Rochester)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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