RDP 2003-06: The Characteristics and Trading Behaviour of Dual-Listed Companies
Equation (1)
r
i
,
t
a
−
r
i
,
t
b
=
β
0
+
β
1
r
m
,
t
a
+
β
2
r
m
,
t
b
+
δ
r
i
,
t
e
x
r
+
ε
t
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