Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets

W Bao, S Guo, D Peng, Y Rao - International Review of Financial Analysis, 2023 - Elsevier
Chinese public holidays of differing durations celebrated in mainland China and Hong Kong
provide a unique trading gap when the A-share markets are closed but the H-share market …

Domestic liquidity of cross-listed stocks: Evidence from the ADR market

H Ghaffar, S Azmat, MK Hassan - Pacific-Basin Finance Journal, 2022 - Elsevier
This paper examines the impact of cross-listing in the US on domestic liquidity of the cross-
listed stocks. We use a sample of firms from 31 developed and emerging economies that …

Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares

X Luo, X Yu, S Qin, Q Xu - Journal of Futures Markets, 2020 - Wiley Online Library
We empirically investigate the effects of option trading on the cross‐listed stock returns.
Using dual‐listed stocks in mainland China (A) and Hong Kong (H) stock exchanges, we …

US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks

O Dodd, B Frijns, I Indriawan, R Pascual - Journal of Empirical Finance, 2023 - Elsevier
We find that US cross-listing of Canadian stocks enhances domestic high-frequency trading
(HFT) activity in the form of both opportunistic trading and market-making. First, US cross …

The effects of media on financial stability

Y Sun - 2023 - eprints.bournemouth.ac.uk
My thesis investigates the topic regarding media effects and financial stability, which makes
valuable contributions to the current literature and financial industry. Through the study of …

[PDF][PDF] CROSS BORDER LISTING ANNOUNCEMENTS AND STOCK RETURNS OF FIRMS LISTED AT NAIROBI SECURITIES EXCHANGE, KENYA

BN WAINAINA - 2022 - ir-library.ku.ac.ke
CROSS BORDER LISTING ANNOUNCEMENTS AND STOCK RETURNS OF FIRMS
LISTED AT NAIROBI SECURITIES EXCHANGE, KENYA Page 1 CROSS BORDER LISTING …

Multi-market trading and overnight price discovery: Evidence from American Depository Receipts

L Hoang, DH Vo - Australian Journal of Management, 2024 - journals.sagepub.com
This article compares the overnight price discovery of American Depository Receipts (ADRs)
and common stocks traded in the US stock market. It examines how trading activities of …

Análise da liquidez de empresas que efetuam internacional cross-listing no mercado Alemão

ACC Baptista - 2021 - iconline.ipleiria.pt
A presente dissertação analisa o impacto do international cross-listing no mercado Alemão,
na liquidez das empresas, e os fatores determinantes da distribuição dos fluxos de …

[PDF][PDF] IMPORTING INFORMATIONAL EFFICIENCY: EFFICIENCY SPILLOVERS VIA INTERNATIONAL ETFS

Ž Cvetkovs, P Karcevs - 2019 - sseriga.edu
This paper investigates the impact of US-traded country equity exchange-traded funds
(ETFs) on price discovery, informational efficiency, and liquidity of their foreign constituents …

[引用][C] Effcts of corporate lobbying on CEO remuneration and corporate performance

AJR Maia, AD Góis, MMM De Luca, GASF Lima - Anais, 2019 - repositorio.usp.br
ReP USP - Detalhe do registro: Effcts of corporate lobbying on CEO remuneration and
corporate performance Home About USP Schools USP Schools Escola de Artes, Ciências e …