Berkman, Henk; Nguyen, Nhut H. - In: Journal of Banking & Finance 34 (2010) 6, pp. 1139-1151
This study examines changes in domestic liquidity after cross-listing in the United States. Our liquidity measures are based on intraday data from domestic markets for a large sample of firms that cross-list in the United States and for a matched sample of firms that do not cross-list. We find...