The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

B-Tier

Journal: Journal of Applied Econometrics

Year: 2016

Volume: 31

Issue: 1

Pages: 192-213

Authors (3)

Lena Boneva (Schweizerische Nationalbank (S...) Oliver Linton (University of Cambridge) Michael Vogt (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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