References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1987Forecasting and testing in co-integrated systems1,896 cited
• 1991Multimarket Trading and Market Liquidity597 cited
• 2002International Cross-Listing and Visibility501 cited
• 2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks399 cited
• 1996U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration253 cited
• 1998Multimarket trading and liquidity: a transaction data analysis of Canada–US interlistings232 cited
• 1993International Listings of Stocks: The Case of Canada and the U.S.231 cited
• 1992Managerial Perceptions of the Net Benefits of Foreign Listing: Canadian Evidence194 cited
• 2003Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares179 cited
• 2004The financial and operating performance of China's newly listed H-firms85 cited
• 2002Information Flows across Markets: Evidence from China–Backed Stocks Dual–Listed in Hong Kong and New York82 cited