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Main Or Satellite? Testing Causality‐In‐Mean And Variance For Dually Listed Stocks

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  • Mahmod Qadan
  • Joseph Yagil

Abstract

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Suggested Citation

  • Mahmod Qadan & Joseph Yagil, 2012. "Main Or Satellite? Testing Causality‐In‐Mean And Variance For Dually Listed Stocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(3), pages 279-289, July.
  • Handle: RePEc:wly:ijfiec:v:17:y:2012:i:3:p:279-289
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    Cited by:

    1. Qadan, Mahmoud, 2018. "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 221-234.
    2. Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
    3. Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017. "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, vol. 21(C), pages 85-91.
    4. Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.

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