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~subject:"Price discovery"
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Search: subject:"cross-listed stocks"
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Price discovery
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price discovery
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Autoregressive conditional intensity model
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Alhaj-Yaseen, Yaseen S.
2
Barkoulas, John T.
2
Kehrle, Kerstin
2
Lam, Eddery
2
Frijns, Bart
1
Indriawan, Ivan
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Peter, Franziska J.
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Peter, Franziska Julia
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Qadan, Mahmoud
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Tourani Rad, Alireza
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International Review of Financial Analysis
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International review of financial analysis
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Journal of Banking & Finance
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Pacific-Basin Finance Journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
4
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1
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
2
Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.
;
Lam, Eddery
;
Barkoulas, John T.
- In:
International Review of Financial Analysis
31
(
2014
)
C
,
pp. 80-87
. For the portfolios of Israeli
cross-listed
stocks
, we report significant spillovers, at both the mean and volatility …
Persistent link: https://www.econbiz.de/10010738207
Saved in:
3
Switches in price discovery : are U.S. traders more qualified in making valuations?
Qadan, Mahmoud
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 221-234
Persistent link: https://www.econbiz.de/10012036540
Saved in:
4
Who moves first? An intensity-based measure for information flows across stock exchanges
Kehrle, Kerstin
;
Peter, Franziska J.
- In:
Journal of Banking & Finance
37
(
2013
)
5
,
pp. 1629-1642
In this paper we propose an innovative measure for information flows between stock exchanges. We develop an intensity-based information share using Russell’s (1999) autoregressive conditional intensity model. Thereby we maintain the irregular nature of financial high frequency data and use...
Persistent link: https://www.econbiz.de/10010662595
Saved in:
5
Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities
Wang, Ming-Chieh
- In:
Pacific-Basin Finance Journal
21
(
2013
)
1
,
pp. 1160-1174
This paper investigates whether the price discovery ability of American Depository Receipts (ADRs) increases when large movements occur in the U.S. stock market, using an examination of the information transmission dynamics between Korean ADRs and their underlying foreign stocks under various...
Persistent link: https://www.econbiz.de/10010594354
Saved in:
6
Price discovery for cross-listed firms with foreign IPOs
Alhaj-Yaseen, Yaseen S.
;
Lam, Eddery
;
Barkoulas, John T.
- In:
International review of financial analysis
31
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010461534
Saved in:
7
Who moves first? : an intensity-based measure for information flows across stock exchanges
Kehrle, Kerstin
;
Peter, Franziska Julia
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1629-1642
Persistent link: https://www.econbiz.de/10009729033
Saved in:
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