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Market structure, fragmentation, and market quality

Li, Wei; Bennett, Paul - 2005

Persistent link: https://www.econbiz.de/10003279240

Market structure, fragmentation, and market quality

Bennett, Paul; Li, Wei - In: Journal of financial markets 9 (2006) 1, pp. 49-78

Persistent link: https://www.econbiz.de/10003289965

Tick size, bid-ask spreads, and market structure

Huang, Roger D.; Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 503-522

Persistent link: https://www.econbiz.de/10001651570

Volatility links between the home and the host market for UK dual-listed stocks on US markets

Ben Sita, Bernard; Abdallah, Wissam - In: Journal of international financial markets, … 33 (2014), pp. 183-199

Persistent link: https://www.econbiz.de/10011299846

Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 12 (2011) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10009754257

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

Macroeconomic News Announcements and Price Discovery : Evidence from Canadian-U.S. Cross-Listed Firms

Frijns, Bart - 2015

This study employs macroeconomic news announcements as proxy for new information arrivals and examines their impact on price discovery of Canadian cross-listed stocks. We compare the price discovery of 38 Canadian companies listed on the Toronto Stock Exchange (TSX) and the New York Stock...

Persistent link: https://www.econbiz.de/10013010993

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

Intraday volatility on the NYSE and NASDAQ

Weaver, Daniel G. - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 111-138

Persistent link: https://www.econbiz.de/10003424665

Why markets should not necessarily reduce the tick size

Bourghelle, David; Declerck, Fany - In: Journal of banking & finance 28 (2004) 2, pp. 373-398

Persistent link: https://www.econbiz.de/10001870011

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