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Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects

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  • Grammig, Joachim
  • Melvin, Michael
  • Schlag, Christian

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  • 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.
  • Handle: RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164
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