Information, trading and stock returns: Lessons from dually-listed securities

Journal of Banking and Finance

Volumn 20, Issue 7, 1996, Pages 1161-1187

  Chan, K C ^a   Fong, Wai Ming ^b   Kho, Bong Chan ^c   Stulz, René M ^d,e  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c University of Seoul   (South Korea)

^d OHIO STATE UNIVERSITY   (United States)

^e NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

ADR; Bid ask spread; Public information; Volatility; Volume

Indexed keywords

EID: 0030215372     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(95)00041-0     Document Type: Article

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