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Testing for micro-structure effects of international dual listings using intraday data

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  • Noronha, Gregory M.
  • Sarin, Atulya
  • Saudagaran, Shahrokh M.

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  • Noronha, Gregory M. & Sarin, Atulya & Saudagaran, Shahrokh M., 1996. "Testing for micro-structure effects of international dual listings using intraday data," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 965-983, July.
    • Handle: RePEc:eee:jbfina:v:20:y:1996:i:6:p:965-983
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    2. Lee, Charles M C & Mucklow, Belinda & Ready, Mark J, 1993. "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 345-374.
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    4. Shahrokh M Saudagaran, 1988. "An Empirical Study of Selected Factors Influencing the Decision to List on Foreign Stock Exchanges," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 19(1), pages 101-127, March.
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    6. Madhavan, Ananth & Smidt, Seymour, 1991. "A Bayesian model of intraday specialist pricing," Journal of Financial Economics, Elsevier, vol. 30(1), pages 99-134, November.
    7. Copeland, Thomas E & Galai, Dan, 1983. "Information Effects on the Bid-Ask Spread," Journal of Finance, American Finance Association, vol. 38(5), pages 1457-1469, December.
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    22. Michael J. Barclay & Robert H. Litzenberger & Jerold B. Warner, "undated". "Private Information, Trading Volume, and Stock Return Variances," Rodney L. White Center for Financial Research Working Papers 38-88, Wharton School Rodney L. White Center for Financial Research.
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