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Execution costs of dual listed Australian stocks
Rath, Subhrendu - In: Applied financial economics 17 (2007) 4/6, pp. 379-389
Persistent link: https://www.econbiz.de/10003446040
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Intraday pattern in liquidity covariation : evidence from NYSE listed firms
Saad, Mohsen M.; Darrat, Ali F. - In: Applied financial economics 17 (2007) 10/12, pp. 913-919
Persistent link: https://www.econbiz.de/10003538069
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Technical trading strategies and cross-national information linkage : the case of Taiwan stock market
Zhang, Yonghe; Metghalchi, Maasoud; Chan, Chia-chung - In: Applied financial economics 16 (2006) 10, pp. 731-743
Persistent link: https://www.econbiz.de/10003334986
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Stock market integration : evidence on price integration and return convergence
Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429
Persistent link: https://www.econbiz.de/10001671114
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Time-varying price discovery in fragmented markets
Taylor, Nicholas - In: Applied financial economics 21 (2011) 10/12, pp. 717-734
Persistent link: https://www.econbiz.de/10009231599
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Price discovery for Chinese shares cross-listed in multiple markets
Chelley-Steeley, Patricia Lorraine; Steeley, James M. - In: Applied financial economics 22 (2012) 19/21, pp. 1587-1601
Persistent link: https://www.econbiz.de/10009715954
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Wealth and liquidity effects of stock delistings : empirical evidence from the stock exchanges of Singapore and Malaysia
Ahamed Kameel Mydin Meera; Tripathy, Niranjan; … - In: Applied financial economics 10 (2000) 2, pp. 199-206
Persistent link: https://www.econbiz.de/10001526265
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Dynamic causality between intraday return and order imbalance in NASDAQ speculative top gainers
Su, Yong-chern; Huang, HanChing - In: Applied financial economics 18 (2008) 16/18, pp. 1489-1499
Persistent link: https://www.econbiz.de/10003779567
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Does options listing impact on the time-varying risk characteristics of the underlying stocks? : evidence from NYSE stocks listed on the CBOE
Mazouz, Khelifa; Bowe, Michael - In: Applied financial economics 19 (2009) 1/3, pp. 203-212
This article extends Mayhew and Mihov (2004) and Mazouz (2004) by investigating if either the (time-varying) systematic or diversifiable risk of a NYSE-traded stock is impacted when its option is listed on the Chicago Board Option Exchange (CBOE). We employ a Kalman Filter to estimate...
Persistent link: https://www.econbiz.de/10003825907
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Change in governance environment and firm performance : evidence from foreign firms deregistering from the US
Yang, Ting - In: Applied financial economics 23 (2013) 16/18, pp. 1383-1391
Persistent link: https://www.econbiz.de/10010259424