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Impact of futures on comovements for UK cross-listed equities
Koulakiotis, Athanasios, (2008)
The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities
Katrakilidis, Constantinos, (2006)
Measuring the Impact of Stock Exchange Rules on Volatility and Error Transmission – The Case of European Cross-Listed Equities