Gu, Lulu; Reed, W. Robert - Department of Economics and Finance, College of … - 2012
sample size (often an important consideration when undertaking event studies in emerging markets), but also enables full … segmentation, and (iii) cross-listings -- and highlights their implication for event study methodology. When firms list equities on … exchange(s) to include in the event study sample. If market segmentation impedes the arbitrage of these multiple responses …