RDP 2003-06: The Characteristics and Trading Behaviour of Dual-Listed Companies
Equation (5)
r
i
,
t
j
=
α
+
β
1
r
i
,
t
a
+
β
2
r
i
,
t
b
+
β
3
r
i
,
t
e
x
r
+
ε
t
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