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The determinants of price discovery : evidence from US-Canadian cross-listed shares

Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 59 (2015), pp. 457-468

Persistent link: https://www.econbiz.de/10011544675

Cross-listing decisions and the foreign bias of investors

Dodd, Olga; Frijns, Bart - In: Finance research letters 15 (2015), pp. 160-166

Persistent link: https://www.econbiz.de/10011553031

Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms

Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: Journal of empirical finance 32 (2015), pp. 35-48

Persistent link: https://www.econbiz.de/10011556775

The cost of trading during Federal Funds Rate announcements : evidence from cross-listed stocks

Frijns, Bart; Indriawan, Ivan; Otsubo, Yoichi; Tourani … - In: International review of economics & finance : IREF 60 (2019), pp. 176-187

Persistent link: https://www.econbiz.de/10012203952

The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares

Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: International review of financial analysis 56 (2018), pp. 136-152

Persistent link: https://www.econbiz.de/10012006239

NYSE closure and global equity trading : the case of cross-listed stocks

Dodd, Olga; Frijns, Bart - In: International review of financial analysis 60 (2018), pp. 138-150

Persistent link: https://www.econbiz.de/10012007556

The dynamics of price discovery for cross-listed shares : evidence from Australia and New Zealand

Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 34 (2010) 3, pp. 498-508

Persistent link: https://www.econbiz.de/10003951554

Crossing the Tasman : determinants of price discovery for Australia-New Zealand cross-listed shares

Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Pacific accounting review 26 (2014) 3, pp. 177-195

Persistent link: https://www.econbiz.de/10010469079

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

Quote Dynamics of Cross-Listed Stocks

Frijns, Bart - 2020

We develop a model to assess the quote dynamics of stocks listed in multiple markets. This model allows us to explain the price formation mechanism and the degree of information spillover. We show that this model can be transformed to assess the dynamics of the spreads, the efficient price, and...

Persistent link: https://www.econbiz.de/10012855858