SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks
16 references·0 citing·51 second hopsampled
The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks (2004)The Role of U.S. Trading in Pricing Inter…Multi-market trading and arbitrage☆ (2010)Multi-market trading and arbi…Multimarket Trading and Liquidity: Theory and Evidence (2007)Multimarket Trading and Liqui…Limit Order Book as a Market for Liquidity (2005)Limit Order Book as a Market …Dimensions of execution quality: Recent evidence for US equity markets (2005)Dimensions of execution quali…Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects (2004)Internationally cross-listed …Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks (2003)Cross‐Border Listings and Pri…Some desiderata for the measurement of price discovery across markets (2002)Some desiderata for the measu…Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York (2002)Intraday analysis of market i…Limit Order Book as a Market for Liquidity (2001)Limit Order Book as a Market …Price transmission dynamics between ADRs and their underlying foreign securities (2000)Price transmission dynamics b…Order flow composition and trading costs in a dynamic limit order market (1999)Order flow composition and tr…An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore (1999)An investigation of price dis…International Portfolio Investment Flows (1997)International Portfolio Inves…Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems (1997)Asymptotic Inference on the M…The Limits of Arbitrage (1995)The Limits of ArbitrageA Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Price discovery and common factor models (2002)Stalking the “efficient price” in market microstructure specifications: an overview (2002)Island Goes Dark: Transparency, Fragmentation, and Regulation (2005)A structural analysis of price discovery measures (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Law and Finance (1998)The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Toxic Arbitrage (2016)Anomalies across the globe: Once public, no longer existent? (2019)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Estimating the components of the bid/ask spread (1988)Differences of Opinion Make a Horse Race (1993)Price Dynamics in Limit Order Markets (1998)A Dynamic Model of the Limit Order Book (2009)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Stock market development and internationalization: Do economic fundamentals spur both similarly? (2006)Price discovery in bitcoin spot or futures? (2019)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2004)Stock price informativeness, cross-listings, and investment decisions (2008)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Trying to Explain Home Bias in Equities and Consumption (1999)The portfolio flows of international investors (2001)A Rational Expectations Model of Financial Contagion (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Continuous Auctions and Insider Trading (1985)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Cost of Transacting (1968)Optimal trading strategy and supply/demand dynamics (2012)High frequency market microstructure (2015)Price, trade size, and information in securities markets (1987)Inferring Trade Direction from Intraday Data (1991)Market structure, fragmentation, and market quality (2006)The effect of price tests on trader behavior and market quality: An analysis of Reg SHO (2007)Competing on Speed (2018)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1995The Limits of Arbitrage5,282 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1999Order flow composition and trading costs in a dynamic limit order market673 cited
  • 2005Limit Order Book as a Market for Liquidity614 cited
  • 2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks399 cited
  • 2010Multi-market trading and arbitrage☆271 cited
  • 2002Some desiderata for the measurement of price discovery across markets260 cited
  • 2004Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects231 cited
  • 2005Dimensions of execution quality: Recent evidence for US equity markets183 cited
  • 2007Multimarket Trading and Liquidity: Theory and Evidence181 cited
  • 2000Price transmission dynamics between ADRs and their underlying foreign securities161 cited
  • 2002Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York111 cited
  • 2001Limit Order Book as a Market for Liquidity98 cited
  • 1997Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

91 cited
  • 1999An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore84 cited
  • Cited by

    No citing works inside the corpus for this window.