RDP 2003-06: The Characteristics and Trading Behaviour of Dual-Listed Companies Equation (2)

r i,t comb =α r i,t a +( 1α )( r i,t b r i,t exr ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOCamaaDa aaleaacaWGPbGaaiilaiaadshaaeaacaWGJbGaam4Baiaad2gacaWG IbaaaOGaeyypa0JaeqySdeMaamOCamaaDaaaleaacaWGPbGaaiilai aadshaaeaacaWGHbaaaOGaey4kaSYaaeWaaeaacaaIXaGaeyOeI0Ia eqySdegacaGLOaGaayzkaaWaaeWaaeaacaWGYbWaa0baaSqaaiaadM gacaGGSaGaamiDaaqaaiaadkgaaaGccqGHsislcaWGYbWaa0baaSqa aiaadMgacaGGSaGaamiDaaqaaiaadwgacaWG4bGaamOCaaaaaOGaay jkaiaawMcaaaaa@5837@