Does cross-listing really enhance market efficiency for stocks listed in the home market? : the perspective of noise trading in the Chinese stock market
Year of publication: |
2018
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Authors: | Hu, Yingyi ; Zhao, Tiao |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 307-327
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Subject: | cross-listing | market efficiency | noise trading | order imbalance | propensity score matching | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Zweitlisting | Dual listing | Noise Trading | Noise trading | China | Schätzung | Estimation | Börse | Bourse |
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