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US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - In: Journal of empirical finance 72 (2023), pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
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The US share of trading volume in cross-listings : evidence from Canadian stocks
Sabherwal, Sanjiv - In: The financial review : the official publication of the … 42 (2007) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10003417724
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US Cross-Listing and Domestic High-Frequency Trading : Evidence from Canadian Stocks
Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - 2021
We find that US cross-listing of Canadian stocks enhances domestic high-frequency trading (HFT) activity in the form of both opportunistic trading and market-making. First, US cross-listing boosts HFT low-latency cross-border arbitrage. This highly correlated HFT arbitrage activity across...
Persistent link: https://www.econbiz.de/10013232823
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Financial restatements by Canadian firms cross-listed and not cross-listed in the US
Kryzanowski, Lawrence; Zhang, Ying - In: Journal of multinational financial management 23 (2013) 1/2, pp. 74-96
Persistent link: https://www.econbiz.de/10009728493
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Why do Canadian firms cross-list? : the flip side of the issue
Charitou, Andreas; Louca, Christodoulos - In: Abacus : a journal of accounting, finance and business … 53 (2017) 2, pp. 211-239
Persistent link: https://www.econbiz.de/10011803424
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The role of trades in price convergence : A study of dual-listed Canadian stocks
Kaul, Aditya; Mehrotra, Vikas C. - In: Journal of empirical finance 14 (2007) 2, pp. 196-219
Persistent link: https://www.econbiz.de/10003499648
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Listing of put options : is there any volatility effect?
Chaudhury, Mohammed M. - In: Review of financial economics : RFE 6 (1997) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10001223323
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Time-Varying Exchange Rate Pass-Through : Experiences of Some Industrial Countries
Sekine, Toshitaka - 2013
stochastic volatility model. Exchange rate pass-through is divided into impacts of exchange rate fluctuations to import prices …
Persistent link: https://www.econbiz.de/10012711746
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In search of liquidity : the block broker's choice of where to trade cross-listed stocks
Turnbull, D. Alasdair S.; White, Robert W.; Smith, Brian F. - In: Journal of economics & business 62 (2010) 1, pp. 20-34
Persistent link: https://www.econbiz.de/10003948325
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Market segmentation and equity valuation : comparing Canada and the United States
King, Michael R.; Segal, Dan - In: Journal of international financial markets, … 18 (2008) 3, pp. 245-258
Persistent link: https://www.econbiz.de/10003710357