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Volumn 5, Issue 1, 2002, Pages 57-82

Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York

Author keywords

Amsterdam; Cross list; Intraday; Market integration; NYSE; Stock

Indexed keywords


EID: 10644273548     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(01)00019-2     Document Type: Article
Times cited : (50)

References (8)
  • 1
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    • How are stock prices affected by the location of trade?
    • Froot, K.A., Dabora, E.M., 1999. How are stock prices affected by the location of trade? Journal of Financial Economics 53, 189-216.
    • (1999) Journal of Financial Economics , vol.53 , pp. 189-216
    • Froot, K.A.1    Dabora, E.M.2
  • 2
    • 0031161691 scopus 로고    scopus 로고
    • High frequency data in financial markets: Issues and applications
    • Goodhart, C.A.E., O'Hara, M., 1997. High frequency data in financial markets: issues and applications. Journal of Empirical Finance 4, 73-114.
    • (1997) Journal of Empirical Finance , vol.4 , pp. 73-114
    • Goodhart, C.A.E.1    O'Hara, M.2
  • 3
    • 84993849369 scopus 로고
    • One security, many markets: Determining the contributions to price discovery
    • Hasbrouck, J., 1995. One security, many markets: determining the contributions to price discovery. Journal of Finance L (4), 1175-1199.
    • (1995) Journal of Finance , vol.50 , Issue.4 , pp. 1175-1199
    • Hasbrouck, J.1
  • 4
    • 0041671502 scopus 로고
    • Do bulls and bears move across borders? International transmission of stock returns and volatility as the world turns
    • Lin, W.L., Engle, R.F., Ito, T., 1991. Do bulls and bears move across borders? International transmission of stock returns and volatility as the world turns. NBER Working Paper No. 3911.
    • (1991) NBER Working Paper No. 3911
    • Lin, W.L.1    Engle, R.F.2    Ito, T.3
  • 5
    • 0000215887 scopus 로고    scopus 로고
    • Market microstructure: A survey
    • Madhavan, A., 2000. Market microstructure: a survey. Journal of Financial Markets 3 (3), 205-258.
    • (2000) Journal of Financial Markets , vol.3 , Issue.3 , pp. 205-258
    • Madhavan, A.1
  • 6
    • 84944043652 scopus 로고
    • A simple implicit measure of the effective bid-ask spread in an efficient market
    • Roll, R., 1984. A simple implicit measure of the effective bid-ask spread in an efficient market. Journal of Finance 39 (4), 1127-1140.
    • (1984) Journal of Finance , vol.39 , Issue.4 , pp. 1127-1140
    • Roll, R.1
  • 8
    • 0030538862 scopus 로고    scopus 로고
    • UK and US trading of British cross-listed stocks: An intraday analysis of market integration
    • Werner, I.M., Kleidon, A.W., 1996. UK and US trading of British cross-listed stocks: an intraday analysis of market integration. Review of Financial Studies 9 (2), 619-664.
    • (1996) Review of Financial Studies , vol.9 , Issue.2 , pp. 619-664
    • Werner, I.M.1    Kleidon, A.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.