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ArticlePrice discovery and the international flow of information

John S. Howe2002

Article2002

Price discovery and the international flow of information

John S. Howe · Kent P. Ragan

24 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1986Stock return variances 1995One Security, Many Markets: Determining the Contributions to Price Discovery 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests 1994Transactions, Volume, and Volatility 1991Multimarket Trading and Market Liquidity 1990Private Information, Trading Volume, and Stock-Return Variances 1995The Short-Run Dynamics of the Price Adjustment to New Information 1996U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration

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2005Sources of liquidity for NYSE-listed non-US stocks 2004Bolsa or NYSE: price discovery for Mexican shares

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Year2002

Typearticle

Published2002-07-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1042-4431(02)00003-3

openalex_workW2051053174

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