Delistings of secondary listings: price and volume effects
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 24 (2010)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=119763
Event study; Secondary listings; Delisting; G12; G14; G39;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G39 - Financial Economics - - Corporate Finance and Governance - - - Other
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
- 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.
- Corrado, Charles J., 1989. "A nonparametric test for abnormal security-price performance in event studies," Journal of Financial Economics, Elsevier, vol. 23(2), pages 385-395, August.
- 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, vol. 12(2), pages 139-155, April.
- Ajinkya, Bipin B. & Jain, Prem C., 1989. "The behavior of daily stock market trading volume," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 331-359, November.
- Nilanjan Basu, 2010. "Trends in corporate diversification," Financial Markets and Portfolio Management, Springer, vol. 24(1), pages 87-102, March.
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