Title of article
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
Author/Authors
Frederick H. deB. Harris، نويسنده , , Thomas H. McInish، نويسنده , , Robert A. Wood، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
32
From page
277
To page
308
Keywords
Price discovery , error correction , Common factor components
Journal title
Journal of Financial Markets
Serial Year
2002
Journal title
Journal of Financial Markets
Record number
189417
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