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.
Comment and Reply
Potential Biases from Using Only Trade Prices of Related Securities on Different Exchanges: A Comment
Version of Record online: 30 APR 2012
© 1988 the American Finance Association
The Journal of Finance
Volume 43, Issue 4, pages 1049–1055, September 1988
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
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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