Similar Search Results

Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks

Silveira, Rodrigo Lanna Franco da; Maciel, Leandro; … - In: Revista brasileira de economia de empresas : … 14 (2014) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10011450787

The Joint Role of the Bonding Mechanisms and the Reduction in Market Segmentation in Valuation of Firms Cross-Listed As Global Depositary Receipts (GDRs)

Kim, Oksana - 2018

Using a sample of GDRs cross-listed in London, we revisit the debate regarding the validity of the market segmentation and the bonding hypotheses for a cross-listing phenomenon. Unlike prior studies that relied on emerging/developed market partitioning of countries, we use equity trading costs...

Persistent link: https://www.econbiz.de/10012931079

Multiple market asset trading during information arrival : US depository receipts and equity share market response to firm disclosures

Senteney, Michael H.; Senteney, David L. - In: International journal of accounting and finance 10 (2020) 2/3, pp. 143-174

Persistent link: https://www.econbiz.de/10012513916

ADR valuation and listing of foreign firms in U.S. equity markets

Li, Shi; Li, Tianze; Mittoo, Usha R.; Song, Xiaoping; … - In: Journal of international financial markets, … 58 (2019), pp. 284-298

Persistent link: https://www.econbiz.de/10012127856

Price leadership and asynchronous movements of multi-market listed stocks

Dzhambova, Krastina; Tao, Ran; Yuan, Yuan - In: International review of financial analysis 79 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013349943

The role of education in capital Markets' liquidity

Aharon, David Y.; Baig, Ahmed S.; Butt, Hassan A. - In: Journal of international financial markets, … 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014433384

Volume decomposition and volatility in dual-listing H-shares

Dey, Malay K.; Wang, Chaoyan - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 301-310

Persistent link: https://www.econbiz.de/10012581634

Asymmetric volume volatility causality in dual listing H-shares

Dey, Malay K.; Wang, Chaoyan - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 419-428

Persistent link: https://www.econbiz.de/10013392097

Stock prices and the location of trade : evidence from China-backed ADRs

Wang, Xue; Yao, Lee Jian; Fang, Victor - In: The North American journal of economics and finance : a … 26 (2013), pp. 677-688

Persistent link: https://www.econbiz.de/10010370483

Quote Dynamics of Cross-Listed Stocks

Frijns, Bart - 2020

among liquidity providers; prices mainly adjust to trades in their respective market, suggesting some degree of …

Persistent link: https://www.econbiz.de/10012855858