Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London

Journal of International Money and Finance

Volumn 26, Issue 1, 2007, Pages 46-63

  Agarwal, Sumit ^a   Liu, Chunlin ^b   Rhee, S Ghon ^c  

^a FEDERAL RESERVE BANK OF CHICAGO   (United States)

^b UNIVERSITY OF NEVADA   (United States)

^c UNIVERSITY OF HAWAII   (United States)

Author keywords

Dually listed stocks; Liquidity driven trading; Price discovery

Indexed keywords

EID: 33846535882     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.10.011     Document Type: Article

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