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Sources of liquidity for NYSE-listed non-US stocks
16 references·2 citing·47 second hop
Sources of liquidity for NYSE-listed non-US stocks (2005)Sources of liquidity for NYSE-listed non-…ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value? (2003)ADRs, Analysts, and Accuracy:…The World Price of Insider Trading (2002)The World Price of Insider Tr…International Cross-Listing and Visibility (2002)International Cross-Listing a…The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)The Effects of Market Segment…Law and Finance (1998)Law and FinanceInternational Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market (1998)International Cross‐Listing a…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Transactions, Volume, and Volatility (1994)Transactions, Volume, and Vol…Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Multimarket Trading and Market Liquidity (1991)Multimarket Trading and Marke…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership (1986)A Model of International Asse…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Dealership market (1980)Dealership marketThe bonding hypothesis and the home market liquidity of Chinese cross-listed stocks (2016)The bonding hypothesis and th…The U.S. Share of Trading Volume in Cross‐Listings: Evidence from Canadian Stocks (2007)The U.S. Share of Trading Vol…The Cost of Transacting (1968)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests (1989)Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Liquidity and Market Efficiency (2007)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Inferring Trade Direction from Intraday Data (1991)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™ (2013)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)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The New Issues Puzzle (1995)Advertising, Breadth of Ownership, and Liquidity (2003)Liquidity of emerging markets (2005)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Disclosure, Liquidity, and the Cost of Capital (1991)Investor Protection and Corporate Valuation (2002)Corporate governance in emerging markets: A survey (2012)Nonfinancial Disclosure and Analyst Forecast Accuracy: International Evidence on Corporate Social Responsibility Disclosure (2012)What drives corporate social performance? The role of nation-level institutions (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Insider trading in credit derivatives☆ (2007)Creditor Rights, Enforcement, and Bank Loans (2009)
this work references cited by second hop

References

  • 1998Law and Finance17,902 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2002The World Price of Insider Trading1,233 cited
  • 2003ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value?1,122 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 1980Dealership market965 cited
  • 1994Transactions, Volume, and Volatility870 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1991Multimarket Trading and Market Liquidity597 cited
  • 2002International Cross-Listing and Visibility501 cited
  • 1998International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market444 cited

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  • 1986A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership349 cited
  • Cited by

    • 2007The U.S. Share of Trading Volume in Cross‐Listings: Evidence from Canadian Stocks18 cited
    • 2016The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks17 cited