Koulakiotis, Athanasios; Angelidis, Dimitrios; Tolikas, … - In: Managerial Finance 32 (2006) 5, pp. 451-462
Purpose – This paper develops the approach suggested by Howe et al. to examine the impact of cross‐listings on stock price volatility in Europe. Design/methodology/approach – A modified generalized autoregressive conditional hetero‐skedasticity (GARCH) modeling approach as suggested by...