Before and after international cross-listing: An intraday examination of volume and volatility

Journal of International Financial Markets, Institutions and Money

Volumn 12, Issue 2, 2002, Pages 139-155

  Lowengrub, Paul ^a   Melvin, Michael ^b  

^a Nathan Associates   (United States)

^b ARIZONA STATE UNIVERSITY   (United States)

Author keywords

ADRs; Financial market integration; International cross listing

Indexed keywords

EID: 0036164535     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(01)00054-3     Document Type: Article

References (14)

1. Asset pricing and dual listing on foreign capital markets: A note
2. Time varying world market integration
3. Periodic market closure and trading volume
4. International asset pricing under mild segmentation: Theory and test
5. Multimarket trading and liquidity: A transaction data analysis of Canada-US Interlistings
6. Stock return variances: The arrival of information and the reaction of traders
7. Asset pricing in partially segmented markets: Evidence from the Finnish market
8. The dependence between hourly prices and trading volume
9. Integration versus segmentation in the Canadian stock market
10. The Karlsruher Kapitalmarktdatenbank (KKMDB): The IBIS data
11. The market reaction to international cross-listings: Evidence from depository receipts
12. The impact of a NYSE listing on the global trading of non-US stocks
13. Risk aversion, market liquidity, and price efficiency
14. UK and US trading of British cross-listed stocks: An intraday analysis of market integration