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Does information vault Niagara Falls? : cross-listed trading in New York and Toronto
Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10009615724
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Price discovery in stock and options markets
Patel, Vinay; Putniņš, Tālis J.; Michayluk, David; … - In: Journal of financial markets 47 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012631761
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Do leveraged/inverse ETFs wag the underlying market? : evidence from the Korean stock market
Lee, Kyuseok; Kim, Soo-hyun - In: Hitotsubashi journal of economics 59 (2018) 2, pp. 83-94
Persistent link: https://www.econbiz.de/10011985803
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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23
Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai Stock exchange (SSE)....
Persistent link: https://www.econbiz.de/10011886980
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Price discovery and trading activity in Taiwan stock and futures markets
Hung, Jui-Cheng; Liu, Yu-Hong; Jiang, I.-Ming; Liang, Shuh - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 963-976
Persistent link: https://www.econbiz.de/10012211515
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Main or satellite? : testing causality-in-mean and variance for dually listed stocks
Qadan, Mahmod; Yagil, Joseph - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 279-289
Persistent link: https://www.econbiz.de/10009615681
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Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks
Silveira, Rodrigo Lanna Franco da; Maciel, Leandro; … - In: Revista brasileira de economia de empresas : … 14 (2014) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10011450787
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Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
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Tick Size Pilot Program and price discovery in U.S. stock markets
Chakrabarty, Bidisha; Cox, Justin; Upson, James E. - In: Journal of financial markets 59 (2022) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10013346717
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International price discovery in the presence of market microstructure effects
Grammig, Joachim G.; Peter, Franziska J. - 2008
This paper addresses and resolves the problems caused by microstructure effects when measuring the relative importance of home and U.S. market in the price discovery process of internationally cross listed stocks. In order to avoid large bounds for information shares, previous studies applying...
Persistent link: https://www.econbiz.de/10010302547