Su, Roger; Yi, Ronghua; Hooper, Keith; Dutta, Amitabh - In: International Journal of Business and Economics 12 (2013) 2, pp. 155-170
This paper examines (1) whether a cross-listed company spillover effect starts from an earlier time zone market to a later time zone market, whether investors can find profit opportunities from cross-listed share trading, and (2) whether the magnitude of cross-listed share performance deviations...
