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Trading location and equity returns : evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of international financial markets, … 19 (2009) 5, pp. 729-741

Persistent link: https://www.econbiz.de/10003935151

Short‐sellers at home and abroad : Their respective roles in the price discovery of cross‐listed firms

Chen, Jun; Tourani‐Rad, Alireza; Xiang, Ju; Yang, Ting - In: International Review of Finance 21 (2020) 3, pp. 1013-1038

Persistent link: https://www.econbiz.de/10012282315

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of international financial markets, … 19 (2009) 5, pp. 729-741

Persistent link: https://www.econbiz.de/10008329678

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of international financial markets, … 19 (2009) 5, pp. 729-742

Persistent link: https://www.econbiz.de/10008900313

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of International Financial Markets, … 19 (2009) 5, pp. 729-741

Our study examines market sentiment and the importance of trading location in British American Depository Receipts (ADRs) traded in the US. Perfect integration between UK markets and UK ADRs is ruled out given that UK ADRs exhibit an intraday, U-shaped volatility curve. Both a variance...

Persistent link: https://www.econbiz.de/10008521374