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Do firm characteristics affect price discovery? : evidence from Chinese cross-listed stocks
Lee, Yen-Sheng; Tseng, Yi-Heng - In: Economic review : journal of economics & business 19 (2021) 2, pp. 3-14
Stock Exchange and the Shanghai Stock Exchange or Shenzhen Stock Exchange in mainland China. We estimate the coefficients of … the literature on price discovery that the Hong Kong and mainland China financial markets are informationally linked. We …
Persistent link: https://www.econbiz.de/10014466459
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A cointegration analysis of price diffusion amid ADRs and dually listed Indian stocks
Visalakshmi, S.; Lakshmi, P.; Shanmugam, Kavitha; … - In: International journal of business innovation and research 11 (2016) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10011667751
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Cross-listed futures index and price discovery
Jawed, Mohammad Shameem; Tapar, Archit Vinod; Dhaigude, Amol - In: The empirical economics letters : a monthly … 19 (2020) 6, pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
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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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Information processing on equity prices and exchange rate for cross-listed stocks
Scherrer, Cristina Mabel - In: Journal of financial markets 54 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013273177
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Price discovery of cross-listed firms
Ghadhab, Imen; Hellara, Slaheddine - In: International review of financial analysis 44 (2016), pp. 177-188
Persistent link: https://www.econbiz.de/10011623988
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Co-integration in Pair Trading Strategies. Application to High-Frequency Data on American Equities
Wang, Joe - 2015
&P 500. The analysis is performed with co-integration method on the 1-minute high-frequency data covering the period Jan 1 …
Persistent link: https://www.econbiz.de/10013029094
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Stock prices and the location of trade : evidence from China-backed ADRs
Wang, Xue; Yao, Lee Jian; Fang, Victor - In: The North American journal of economics and finance : a … 26 (2013), pp. 677-688
Persistent link: https://www.econbiz.de/10010370483
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Investor sentiment and stock price premium validation with Siamese twins from China
Li, Yuan; Ran, Jimmy - In: Journal of multinational financial management 57/58 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012597113
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Trade war risk and valuations of companies listed overseas : an empirical study on China concept stocks
Peng, Yan; Li, Song; Wei, Lijia - In: Annals of economics and finance 23 (2022) 1, pp. 95-139
Persistent link: https://www.econbiz.de/10013352618