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Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology

Gu, Lulu; Reed, W. Robert - In: Journal of Asian Economics 28 (2013) C, pp. 28-40

This paper connects three subjects related to international financial markets – (i) information asymmetry, (ii) market segmentation, and (iii) cross-listings – and highlights their implication for event study methodology. When firms list equities on more than one exchange, and the exchanges...

Persistent link: https://www.econbiz.de/10010868909

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

Testing for predictability in panels of any time series dimension

Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177

Persistent link: https://www.econbiz.de/10011622121

Does financing of Chinese mergers and acquisitions have "Chinese characteristics"?

Gu, Lulu; Reed, W. Robert - In: Economics letters 139 (2016), pp. 11-14

Persistent link: https://www.econbiz.de/10011615583

Testing for predictability in panels with general predictors

Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574

Persistent link: https://www.econbiz.de/10011694742

Intraday return predictability, portfolio maximisation, and hedging

Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Emerging markets review 28 (2016), pp. 105-116

Persistent link: https://www.econbiz.de/10011670983