Negative option values are possible: The impact of Treasury bond futures on the cash U.S. Treasury market

A-Tier

Journal: Journal of Financial Economics

Year: 1997

Volume: 46

Issue: 1

Pages: 67-102

Authors (2)

Jordan, Bradford D. (University of Kentucky) Kuipers, David R. (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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