Narrow search
Showing 1 - 10 of 6,731
Cover Image
Capital account liberalization and dynamic price discovery : evidence from Chinese cross-listed stocks
Chan, Marc K.; Kwok, Simon Sai Man - In: Applied economics 48 (2016) 4/6, pp. 517-535
Persistent link: https://www.econbiz.de/10011412942
Cover Image
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
Cover Image
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
Cover Image
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10012816711
Cover Image
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
Cover Image
Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001914542
Cover Image
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
Cover Image
Applying hurst exponent in pair trading strategies
Quynh Bui; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322277
Cover Image
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
Cover Image
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