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Domestic liquidity and cross-listing in the United States · Study

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ArticleDomestic liquidity and cross-listing in the United States

Henk Berkman2009

Article2009

Domestic liquidity and cross-listing in the United States

Henk Berkman · Nhut H. Nguyen

44 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1998Law and Finance 1991Inferring Trade Direction from Intraday Data 2005To Steal or Not to Steal: Firm Attributes, Legal Environment, and Valuation 1998Liquidity and stock returns: An alternative test 2002The World Price of Insider Trading 2004Cross-country determinants of mergers and acquisitions 2003ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value?1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE

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2012Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market 2020Liquidity and speed of leverage adjustment 2021Corporate dividend smoothing: The role of cross-listing

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Details

Year2009

Typearticle

Published2009-11-16

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations44

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2009.11.011

openalex_workW2027720381

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