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How cross-listings from an emerging economy affect the host market?

Sun, Qian; Tong, Wilson H.; Zhang, Xin - In: Journal of banking & finance 37 (2013) 7, pp. 2229-2245

Persistent link: https://www.econbiz.de/10009760695

Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: a new evidence

Ma, Rufei; Deng, Chengtao; Zhai, Pengxiang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012200851

Does the bonding effect matter in a more integrated capital market world?

Doukas, John A.; Wang, Liu - In: Journal of international money and finance 47 (2014), pp. 162-184

Persistent link: https://www.econbiz.de/10010464026

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

A new revisit evidence of stock markets' interrelationships in the greater China

Lin, Chu-chia Steve; Fang, Chung-rou; Cheng, Hui-pei - In: Modern economy 2 (2011) 4, pp. 561-568

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Capital account liberalization and dynamic price discovery : evidence from Chinese cross-listed stocks

Chan, Marc K.; Kwok, Simon Sai Man - In: Applied economics 48 (2016) 4/6, pp. 517-535

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Financial market integration : evidence from cross-listed French firms

Mehanaoui, Mohamed - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-11

Using high frequency data we investigate the behavior of the intraday volatility and the volume of eight cross-listed French firms. There is a two hour “overlap” period during which French firms are traded in Paris and their related American Depositary Receipts (ADRs) are traded in New York....

Persistent link: https://www.econbiz.de/10011854860