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School of Business Administration, University of Southern California. This comment formed a part of my dissertation, completed at the University of California, Berkeley. I wish to thank Gregory Connor, Larry Harris, Sankarasubramanian, Mark Weinstein, and especially Mark Rubinstein for helpful comments. The usual disclaimer applies. I am also thankful to the Berkeley Program in Finance for the options-transactions data and to Terry Marsh for the stock-transactions data used in this study
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Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1988.tb02623.x
1988 The American Finance Association
Additional Information
How to Cite
VIJH, A. M. (1988), Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment. The Journal of Finance, 43: 1049–1055. doi: 10.1111/j.1540-6261.1988.tb02623.x
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School of Business Administration, University of Southern California. This comment formed a part of my dissertation, completed at the University of California, Berkeley. I wish to thank Gregory Connor, Larry Harris, Sankarasubramanian, Mark Weinstein, and especially Mark Rubinstein for helpful comments. The usual disclaimer applies. I am also thankful to the Berkeley Program in Finance for the options-transactions data and to Terry Marsh for the stock-transactions data used in this study
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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