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European Financial Market Integration in the Gruenderboom and Gruenderkrach: Evidence from European Cross-Listings

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Markus Baltzer () (Department of Economics, University of Tuebingen)
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Paper provided by Oesterreichische Nationalbank (Austrian Central Bank) in its series Working Papers with number 111.

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Length: 61 pages
Date of creation: 01 2006
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Handle: RePEc:onb:oenbwp:111

Note: The paper includes comments by Luis Catão and by Isabel Schnabel.
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  1. Hasbrouck, Joel, 1995. " One Security, Many Markets: Determining the Contributions to Price Discovery," Journal of Finance, American Finance Association, vol. 50(4), pages 1175-99, September. [Downloadable!] (restricted)
  2. Grammig, Joachim & Melvin, Michael & Schlag, Christian, 2005. "Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 139-164, January. [Downloadable!] (restricted)
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  3. Shleifer, Andrei & Vishny, Robert W, 1997. " The Limits of Arbitrage," Journal of Finance, American Finance Association, vol. 52(1), pages 35-55, March. [Downloadable!] (restricted)
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  4. Neal, Larry, 1987. "The Integration and Efficiency of the London and Amsterdam Stock Markets in the Eighteenth Century," The Journal of Economic History, Cambridge University Press, vol. 47(01), pages 97-115, March. [Downloadable!]
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This page was last updated on 2009-11-19.

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