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Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada

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  • Ip, Yiu Keung
  • Brooks, LeRoy D.
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    File URL: http://www.sciencedirect.com/science/article/B6W4F-45FYDNN-5/2/49278d2c2e923af30010eb030aab8260
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    Bibliographic Info

    Article provided by Elsevier in its journal Global Finance Journal.

    Volume (Year): 7 (1996)
    Issue (Month): 1 ()
    Pages: 53-65

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    Handle: RePEc:eee:glofin:v:7:y:1996:i:1:p:53-65

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    Web page: http://www.elsevier.com/locate/inca/620162

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    1. Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W, 1986. " International Arbitrage Pricing Theory: An Empirical Investigation," Journal of Finance, American Finance Association, American Finance Association, vol. 41(2), pages 313-29, June.
    2. Mittoo, Usha R, 1992. " Additional Evidence on Integration in the Canadian Stock Market," Journal of Finance, American Finance Association, American Finance Association, vol. 47(5), pages 2035-54, December.
    3. Grubel, Herbert G & Fadner, Kenneth, 1971. "The Interdependence of International Equity Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 26(1), pages 89-94, March.
    4. Stehle, Richard E, 1977. "An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets," Journal of Finance, American Finance Association, American Finance Association, vol. 32(2), pages 493-502, May.
    5. Ripley, Duncan M, 1975. "Capital Control Policies and Foreign Share Prices," Journal of Finance, American Finance Association, American Finance Association, vol. 30(3), pages 865-68, June.
    6. Solnik, B H, 1974. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure," Journal of Finance, American Finance Association, American Finance Association, vol. 29(2), pages 365-78, May.
    7. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 21(1), pages 243-247, December.
    8. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, American Economic Association, vol. 60(4), pages 668-75, September.
    9. Ripley, Duncan M, 1973. "Systematic Elements in the Linkage of National Stock Market Indices," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 55(3), pages 356-61, August.
    10. Jorion, Philippe & Schwartz, Eduardo, 1986. " Integration vs. Segmentation in the Canadian Stock Market," Journal of Finance, American Finance Association, American Finance Association, vol. 41(3), pages 603-14, July.
    11. Agmon, Tamir, 1973. "Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 46(1), pages 24-32, January.
    12. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, Econometric Society, vol. 37(3), pages 424-38, July.
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