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Spillover Effects from US Class Action Lawsuits : Evidence from Foreign Firms Cross-Listed in the US
Ding, Yi - 2014
In this paper, we document that US cross-listed firms experience negative return spillovers in the three-day event window centered on the filing of US class action lawsuits launched against their country peers. This spillover effect is both economically large (-0.139%) and statistically...
Persistent link: https://www.econbiz.de/10013058211
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Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
Hu, John Wei-shan (contributor) - In: Journal of international financial markets, … 7 (1997) 4, pp. 351-367
Persistent link: https://www.econbiz.de/10001242241
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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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Spillover and profitability of intraday herding on cross-listed stocks
Lai, Rose Neng; Zhang, Yang - In: The Chinese economy : translations and studies 53 (2020) 1, pp. 25-61
Persistent link: https://www.econbiz.de/10012182173
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Keeping up with the Joneses : cross-listing spillover effects
Liao, Min-Yu; Ferris, Stephen P. - In: Managerial finance 41 (2015) 12, pp. 1258-1279
Persistent link: https://www.econbiz.de/10011504124
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US ADR and Hong Kong H-share discounts of Shanghai-listed firms
Arquette, Gregory C.; Brown, William O.; Burdekin, … - In: Journal of banking & finance 32 (2008) 9, pp. 1916-1927
Persistent link: https://www.econbiz.de/10003775024
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Determining the contributions to price discovery for Chinese cross-listed stocks
Su, Qian; Chong, Terence Tai-Leung - In: Pacific-Basin finance journal 15 (2007) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10003555144
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Overseas listing location and capital structure
Li, Peixin; Wang, Baolian - In: China finance review international 4 (2014) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10010259701
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Comparing the price of sin : abnormal returns of cross-listed casino gaming stocks in the Hong Kong and US markets
Cheung, William Ming Yan; Lam, Desmond - In: International journal of hospitality management 45 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10010503890
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Overseas listing of Chinese companies : an overview
Wu, Congsheng - In: China & world economy 13 (2005) 4, pp. 44-57
Persistent link: https://www.econbiz.de/10003073296