Chan, K.C.; Fong, Wai-Ming; Stulz, Rene M. - National Bureau of Economic Research (NBER) - 1994
This paper compares the intra-day patterns on the NYSE and AMEX of volatility, trading volume and bid-ask spreads for European dually- listed stocks, Japanese dually-listed stocks also listed in London, and Japanese dually-listed stocks not listed in London with American stocks of comparable...
