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Journal of Financial Markets Vol. 5 No. 3 2002

Security price adjustment across exchanges: an investigation of common factor components for Dow stocks

Frederick H. deB. Harris; Thomas H. McInish1; R.J.K. Wood1

1 University of Memphis

DOI
10.1016/s1386-4181(01)00017-9
Volume
5
Issue
3
Pages
277-308
Language
en
Sources
openalex crossref

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