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US Cross-Listing and Domestic High-Frequency Trading : Evidence from Canadian Stocks

Dodd, Olga; Frijns, Bart; Indriawan, Ivan; Pascual, Roberto - 2021

We find that US cross-listing of Canadian stocks enhances domestic high-frequency trading (HFT) activity in the form of both opportunistic trading and market-making. First, US cross-listing boosts HFT low-latency cross-border arbitrage. This highly correlated HFT arbitrage activity across...

Persistent link: https://www.econbiz.de/10013232823

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

Splitting orders in overlapping markets : a study of cross-listed stocks

Menkveld, Albert J. - In: Journal of financial intermediation 17 (2008) 2, pp. 145-174

Persistent link: https://www.econbiz.de/10003756030

Return performance and liquidity of cross-listed Central European stocks

Korczak, Piotr; Bohl, Martin T. - 2002

Persistent link: https://www.econbiz.de/10001737968

Cross listing, disclosure regimes, and trading volume sensitivity to stock returns

Zhou, Haiyan; Owusu-Ansah, Stephen - In: Journal of economics and finance 38 (2014) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10010490968

Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering

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Persistent link: https://www.econbiz.de/10012820070

The US share of trading volume in cross-listings : evidence from Canadian stocks

Sabherwal, Sanjiv - In: The financial review : the official publication of the … 42 (2007) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10003417724

The determinants of trading volume distribution : evidence from globally cross-listed stocks

Wang, Jing; Zhou, Haigang - In: Journal of multinational financial management 25/26 (2014), pp. 64-94

Persistent link: https://www.econbiz.de/10010516823

The effect of cross-listing on trading volume : reducing segmentation versus signaling investor protection

Abdallah, Abed Al-Nasser; Abdallah, Wissam; Saad, Mohsen M. - In: The journal of financial research 34 (2011) 4, pp. 589-616

Persistent link: https://www.econbiz.de/10009408844

Competition of trading volume among markets: evidence from stocks with multiple cross-listing destinations

Wang, Jing; Zhou, Haigang - In: Journal of multinational financial management 31 (2015), pp. 23-62

Persistent link: https://www.econbiz.de/10011539546

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