References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1998Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications561 cited
• 2006The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom561 cited
• 1999How are stock prices affected by the location of trade?550 cited
• 2003Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks399 cited
• 1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets366 cited
• 1988International Listings and Stock Returns: Some Empirical Evidence323 cited
• 1996U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration