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

Journal of Financial Markets

Volumn 5, Issue 3, 2002, Pages 277-308

  Harris, Frederick H DeB ^a   McInish, Thomas H ^b   Wood, Robert A ^b  

^a WAKE FOREST UNIVERSITY   (United States)

^b UNIVERSITY OF MEMPHIS   (United States)

Author keywords

Common factor components; Error correction; Price discovery

Indexed keywords

EID: 0036099304     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00017-9     Document Type: Article

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