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The market reaction to international cross-listings: evidence from Depositary Receipts
10 references·16 citing·45 second hop
The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to international cros…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Equity ownership concentration and firm value (1989)Equity ownership concentratio…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Seasoned equity offerings (1986)Seasoned equity offeringsAsset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Using daily stock returns (1985)Using daily stock returnsInternational Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Private Benefits of Control, Ownership, and the Cross‐listing Decision (2009)Private Benefits of Control, …The Value of Investor Protection: Firm Evidence from Cross-Border Mergers (2008)The Value of Investor Protect…Does international cross-listing improve the information environment (2008)Does international cross-list…The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2006)The World of Cross-Listings a…The economic consequences of increased disclosure: Evidence from international cross-listings☆ (2006)The economic consequences of …The effect of capital structure when expected agency costs are extreme (2004)The effect of capital structu…U.S. cross-listings and the private benefits of control: evidence from dual-class firms (2003)U.S. cross-listings and the p…The Overseas Listing Decision: New Evidence of Proximity Preference (2003)The Overseas Listing Decision…The impact of foreign board membership on firm value (2003)The impact of foreign board m…Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks (2003)Cross‐Border Listings and Pri…Research in emerging markets finance: looking to the future (2002)Research in emerging markets …International Cross-Listing and Visibility (2002)International Cross-Listing a…Dating the integration of world equity markets (2002)Dating the integration of wor…Are Financial Assets Priced Locally or Globally? (2002)Are Financial Assets Priced L…Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Volatility spillover effects …Globalization of Equity Markets and the Cost of Capital (1999)Globalization of Equity Marke…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Blocks, Liquidity, and Corporate Control (1998)Takeovers of Privately Held Targets, Methods of Payment, and Bidder Returns (1998)The Choice of Stock Ownership Structure: Agency Costs, Monitoring, and the Decision to Go Public (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)An equilibrium model of the international capital market (1974)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Some evidence on the uniqueness of bank loans (1987)The New Issues Puzzle (1995)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Global market integration: An alternative measure and its application☆ (2009)
this work references cited by second hop

References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1985Using daily stock returns6,497 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1986Seasoned equity offerings897 cited
  • 1989Equity ownership concentration and firm value859 cited
  • 1981On the Effects of Barriers to International Investment699 cited

Cited by

  • 2000Volatility spillover effects from Japan and the US to the Pacific–Basin670 cited
  • 2006The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom561 cited
  • 2002Dating the integration of world equity markets561 cited
  • 2003The impact of foreign board membership on firm value560 cited
  • 2002Are Financial Assets Priced Locally or Globally?

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548 cited
  • 2003U.S. cross-listings and the private benefits of control: evidence from dual-class firms547 cited
  • 2004The effect of capital structure when expected agency costs are extreme535 cited
  • 2002International Cross-Listing and Visibility501 cited
  • 2008The Value of Investor Protection: Firm Evidence from Cross-Border Mergers479 cited
  • 2003The Overseas Listing Decision: New Evidence of Proximity Preference477 cited
  • 2002Research in emerging markets finance: looking to the future453 cited
  • 2008Does international cross-listing improve the information environment440 cited
  • 1999Globalization of Equity Markets and the Cost of Capital439 cited
  • 2006The economic consequences of increased disclosure: Evidence from international cross-listings☆435 cited
  • 2009Private Benefits of Control, Ownership, and the Cross‐listing Decision414 cited
  • 2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks399 cited