Price reversals *1: Bid-ask errors or market overreaction?

A-Tier

Journal: Journal of Financial Economics

Year: 1990

Volume: 28

Issue: 1-2

Pages: 67-93

Authors (2)

Kaul, Gautam (University of Michigan) Nimalendran, M. (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