Informed traders of cross-listed shares trade more in the domestic market around earnings releases
Year of publication: |
2011
|
---|---|
Authors: | Kryzanowski, Lawrence ; Lazrak, Skander |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 1, p. 1-31
|
Publisher: |
Springer |
Subject: | Cross-listing | Market fragmentation | Information asymmetry | Liquidity | Probability of informed trading | Regime-switching model | Error correction model |
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