Informed traders of cross-listed shares trade more in the domestic market around earnings releases
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 36 (2011)
Issue (Month): 1 (January)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Cross-listing; Market fragmentation; Information asymmetry; Liquidity; Probability of informed trading; Regime-switching model; Error correction model; G14; G15;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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.:
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