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

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  • deB. Harris, Frederick H.
  • McInish, Thomas H.
  • Wood, Robert A.

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  • deB. Harris, Frederick H. & McInish, Thomas H. & Wood, Robert A., 2002. "Security price adjustment across exchanges: an investigation of common factor components for Dow stocks," Journal of Financial Markets, Elsevier, vol. 5(3), pages 277-308, July.
    • Handle: RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308
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