مرکز منطقه ای اطلاع رساني علوم و فناوري - Security price adjustment across exchanges: an investigation of common factor components for Dow stocks

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 :

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

Link To Document :