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The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks · Study

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PreprintThe Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks

Joachim Grammig2004

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Preprintgreen2004

The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks

Joachim Grammig · Christian Schlag · Michael T. Melvin

34 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1995The Limits of Arbitrage 1988A Theory of Intraday Patterns: Volume and Price Variability 1997International Portfolio Investment Flows 1999Order flow composition and trading costs in a dynamic limit order market 2005Limit Order Book as a Market for Liquidity 2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks 2010Multi-market trading and arbitrage☆2002Some desiderata for the measurement of price discovery across markets

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2010Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocksarticle · 8 shared references 2003International Price Discovery for Emerging Market Stocks: Evidence from Indian GDRsarticle · 7 shared references 2006Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and Londonarticle · 6 shared references 2013Volume Dynamics and Multimarket Tradingarticle · 6 shared references 2009The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealandarticle · 5 shared references 2013Telltale Tails: A New Approach to Estimating Unique Market Information Sharesarticle · 5 shared references

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.567066

openalex_workW1559207580

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