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Delistings of secondary listings: price and volume effects

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  • Matthias Pfister

    ()

  • Rico Wyss

    ()

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File URL: http://hdl.handle.net/10.1007/s11408-010-0141-y
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Bibliographic Info

Article provided by Springer in its journal Financial Markets and Portfolio Management.

Volume (Year): 24 (2010)
Issue (Month): 4 (December)
Pages: 395-418

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Handle: RePEc:kap:fmktpm:v:24:y:2010:i:4:p:395-418

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Web page: http://www.springerlink.com/link.asp?id=119763

Related research

Keywords: Event study; Secondary listings; Delisting; G12; G14; G39;

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  1. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, Elsevier, vol. 14(1), pages 3-31, March.
  2. Lowengrub, Paul & Melvin, Michael, 2002. "Before and after international cross-listing: an intraday examination of volume and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 12(2), pages 139-155, April.
  3. Nilanjan Basu, 2010. "Trends in corporate diversification," Financial Markets and Portfolio Management, Springer, Springer, vol. 24(1), pages 87-102, March.
  4. Ajinkya, Bipin B. & Jain, Prem C., 1989. "The behavior of daily stock market trading volume," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 11(4), pages 331-359, November.
  5. Michael R. King & Usha R. Mittoo, 2007. "What Companies Need to Know About International Cross-Listing," Journal of Applied Corporate Finance, Morgan Stanley, vol. 19(4), pages 60-74.
  6. Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, Elsevier, vol. 23(2), pages 385-395, August.
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