Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
Year of publication: |
2003
|
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Authors: | Menkveld, Albert J. ; Koopman, Siem Jan ; Lucas, André |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Börsenkurs | Aktie | Niederländisch | USA | price discovery | cross-list | round-the-clock | 24-hour | ADR | international. |
Series: | Tinbergen Institute Discussion Paper ; 03-037/2 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 835045390 [GVK] hdl:10419/85902 [Handle] RePEc:dgr:uvatin:20030037 [RePEc] |
Classification: | G1 - General Financial Markets ; G15 - International Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence
Menkveld, Albert J., (2003)
-
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
Menkveld, Albert J., (2003)
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Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
Menkveld, Albert J., (2003)
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Modeling around-the-clock price discovery for cross-listed stocks using state space methods
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Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence
Menkveld, Albert J., (2003)
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Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence
Menkveld, Albert J., (2003)
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