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Financial market integration : evidence from cross-listed French firms
Mehanaoui, Mohamed - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-11
Using high frequency data we investigate the behavior of the intraday volatility and the volume of eight cross-listed French firms. There is a two hour “overlap” period during which French firms are traded in Paris and their related American Depositary Receipts (ADRs) are traded in New York....
Persistent link: https://www.econbiz.de/10011854860
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Financial liberalisation : testing for short run market integration of money market in India
Murthy, K. V. Bhanu; Goel, Sonia - In: Review of market integration 3 (2011) 2, pp. 181-223
Persistent link: https://www.econbiz.de/10009507756
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The effect of regulation fair disclosure on market integration
Chelikani, Surya; D'Souza, Frank - In: The international journal of business and finance … 8 (2014) 4, pp. 43-62
Persistent link: https://www.econbiz.de/10010361327
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Country-level size effects in international asset pricing
Pungulescu, Crina - In: Emerging Markets Journal : EMAJ 11 (2021) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10012659915
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Stock market development and nexus of market liquidity : the case of Fiji
Saliya, Candauda Arachchige - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4364-4382
Persistent link: https://www.econbiz.de/10013461334
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Financialization of food : modelling the time-varying relation between agricultural prices and stock market dynamics
Girardi, Daniele - In: International review of applied economics 29 (2015) 4, pp. 482-505
Persistent link: https://www.econbiz.de/10011341730
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Capital market integration and Australia's external surplus
Makin, Tony - 1991
Persistent link: https://www.econbiz.de/10000129798
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International consumption risk sharing
Canova, Fabio; Ravn, Morten O. - 1994
Persistent link: https://www.econbiz.de/10000882245
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Asia-Pacific capital markets : integration and implications for economic activity
Chinn, Menzie David - 1995
Persistent link: https://www.econbiz.de/10000935803
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The changing strategies of SEs : market integration and governance
Pompella, Maurizio - 1998
Persistent link: https://www.econbiz.de/10000988405