RDP 2003-06: The Characteristics and Trading Behaviour of Dual-Listed Companies
Equation (3)
r
i
,
t
c
o
m
b
=
β
1
+
β
2
r
m
,
t
p
+
β
3
r
m
,
t
s
+
β
1
∗
D
t
+
β
2
∗
D
t
r
m
,
t
p
+
β
3
∗
D
t
r
m
,
t
s
+
ε
i
,
t
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