An ordered probit analysis of transaction stock prices

A-Tier

Journal: Journal of Financial Economics

Year: 1992

Volume: 31

Issue: 3

Pages: 319-379

Authors (3)

Hausman, Jerry A. (Massachusetts Institute of Tec...) Lo, Andrew W. (Massachusetts Institute of Tec...) MacKinlay, A. Craig (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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