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Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada

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  • Ip, Yiu Keung
  • Brooks, LeRoy D.

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  • Ip, Yiu Keung & Brooks, LeRoy D., 1996. "Capital market information transfer and integration: The case of securities dualtraded in the U.S. and Canada," Global Finance Journal, Elsevier, vol. 7(1), pages 53-65.
    • Handle: RePEc:eee:glofin:v:7:y:1996:i:1:p:53-65
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    References listed on IDEAS

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    1. Jorion, Philippe & Schwartz, Eduardo, 1986. "Integration vs. Segmentation in the Canadian Stock Market," Journal of Finance, American Finance Association, vol. 41(3), pages 603-614, July.
    2. Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W, 1986. "International Arbitrage Pricing Theory: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 41(2), pages 313-329, June.
    3. Solnik, B H, 1974. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure," Journal of Finance, American Finance Association, vol. 29(2), pages 365-378, May.
    4. Ripley, Duncan M, 1975. "Capital Control Policies and Foreign Share Prices," Journal of Finance, American Finance Association, vol. 30(3), pages 865-868, June.
    5. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-675, September.
    6. Mittoo, Usha R, 1992. "Additional Evidence on Integration in the Canadian Stock Market," Journal of Finance, American Finance Association, vol. 47(5), pages 2035-2054, December.
    7. Agmon, Tamir, 1972. "The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan," Journal of Finance, American Finance Association, vol. 27(4), pages 839-855, September.
    8. Agmon, Tamir, 1973. "Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan," The Journal of Business, University of Chicago Press, vol. 46(1), pages 24-32, January.
    9. Stehle, Richard E, 1977. "An Empirical Test of the Alternative Hypotheses of National and International Pricing of Risky Assets," Journal of Finance, American Finance Association, vol. 32(2), pages 493-502, May.
    10. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    11. Ripley, Duncan M, 1973. "Systematic Elements in the Linkage of National Stock Market Indices," The Review of Economics and Statistics, MIT Press, vol. 55(3), pages 356-361, August.
    12. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    13. Grubel, Herbert G & Fadner, Kenneth, 1971. "The Interdependence of International Equity Markets," Journal of Finance, American Finance Association, vol. 26(1), pages 89-94, March.
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