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Round-the-clock trading : evidence from UK cross-listed securities

Kleidon, Allan William; Werner, Ingrid M. - 1994

Persistent link: https://www.econbiz.de/10000882916

Round-the-clock trading : evidence from UK crosslisted securities

Kleidon, Allan William - 1993

Persistent link: https://www.econbiz.de/10000870282

UK and US trading of British cross-listed stocks : an intraday analysis of market integration

Werner, Ingrid M. - In: The review of financial studies 9 (1996) 2, pp. 619-664

Persistent link: https://www.econbiz.de/10001202787

Round-the-Clock Trading : Evidence from U.K. Cross-Listed Securities

Kleidon, Allan W.; Werner, Ingrid M. - 2021

This paper uses transactions data from the London Stock Exchange to characterize the intraday pattern of security prices and trading volume for securities trading on SEAQ. It focuses in more detail on a sample of U.K. firms that are cross-listed on the NYSE. Using additional data from the...

Persistent link: https://www.econbiz.de/10013218818

U.K. And U.S. Trading of British Cross-Listed Stocks : An Intraday Analysis of Market Integration

Werner, Ingrid M. - 1998

This paper analyzes intraday patterns for U.K. and U.S. trading of British cross-listed stocks. For each market, the intraday patterns for these stocks closely resemble those of otherwise similar, non-cross-listed stocks. There is a two-hour period each day when cross-listed stocks are traded...

Persistent link: https://www.econbiz.de/10012791261