Baruch, Shmuel (contributor); Karolyi, G. Andrew (contributor) - 2003 - [Elektronische Ressource]
-U.S. stocks cross-listed on major U.S.
exchanges. We find strong empirical support for the prediction, even after controlling for … controlling for other firm-specific (e.g. market
capitalization), issue-specific (e.g. NYSE versus Nasdaq) as well as regional and … empirical support for this variable, even after controlling for time-zone
effects and other variables.
Our paper also provides a …