Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23
Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on … to examine the price discovery dynamics across the cross-listed stocks. Findings: The Granger causality tests show that … contribution to price discovery by Chinese ADRs on the NYSE, the present study indicates that the contribution to price-discovery …