Trading cost premiums in capital asset returns--a closed form solution

B-Tier
Journal: Journal of Banking & Finance
Year: 1994
Volume: 18
Issue: 6
Pages: 1177-1183

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Technical Details

RePEc Handle
repec:eee:jbfina:v:18:y:1994:i:6:p:1177-1183
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25