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Does information vault Niagara Falls? : cross-listed trading in New York and Toronto

Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199

Persistent link: https://www.econbiz.de/10009615724

Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks

Cepoi, Cosmin Octavian; Anghel, Dan-Gabriel; Pop, … - In: Economic modelling 98 (2021), pp. 302-318

Persistent link: https://www.econbiz.de/10012793899

Price discovery in Indian stock index futures market : new evidence based on intraday data

Inani, Sarveshwar Kumar - In: International journal of Indian culture and business … 14 (2017) 1, pp. 23-43

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How well does the weighted price contribution measure price discovery?

Wang, Jian-xin; Yang, Minxian - In: Journal of economic dynamics & control 55 (2015), pp. 113-129

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Does Bitcoin dominate the price discovery of the Cryptocurrencies market? : a time-varying information share analysis

Chang, Le; Shi, Yanlin - In: Operations research letters 48 (2020) 5, pp. 641-645

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Panel data measures of price discovery

Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290

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Price discovery share : an order invariant measure of price discovery

Shen, Shulin; Sultan, Syed Galib; Zivot, Eric - In: Finance research letters 67 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10015061427

Robust information share measures with an application on the international crude oil markets

Li, Hong; Shi, Yanlin - In: The journal of futures markets 42 (2022) 4, pp. 555-579

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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets

Duppati, Geeta; Hou, Yang; Scrimgeour, Frank - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York … finds that home country bias persists in the long term and in the short term the information from the Cross-listed China …

Persistent link: https://www.econbiz.de/10011886980

Information transmission effects between A and H dual listing shares

Hsu, Ai-chi; Lai, Show-yen; Chao, Lien-hui - In: Global journal of business research : GJBR 8 (2014) 5, pp. 27-40

Persistent link: https://www.econbiz.de/10010428673