On the fortunes of stock exchanges and their reversals: Evidence from foreign listings
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DOI: 10.1016/j.jfi.2013.04.005
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- Fernandes, Nuno & Giannetti, Mariassunta, 2013. "On the fortunes of stock exchanges and their reversals: evidence from foreign listings," Working Paper Series 1585, European Central Bank.
- Giannetti, Mariassunta & Fernandes, Nuno, 2009. "On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings," CEPR Discussion Papers 7308, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Sarkissian, Sergei & Schill, Michael, 2010. "Why are U.S. firms listed in foreign markets worth more?," MPRA Paper 27543, University Library of Munich, Germany.
- Dodd, Olga & Louca, Christodoulos & Paudyal, Krishna, 2015. "The determinants of foreign trading volume of stocks listed in multiple markets," Journal of Economics and Business, Elsevier, vol. 79(C), pages 38-61.
- Ghadhab, Imen & M’rad, Mouna, 2018. "Does US cross-listing come with incremental benefit for already UK cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 188-204.
- Vicente J. Bermejo & José M. Campa & Rodolfo G. Campos & Mohammed Zakriya, 2020.
"Do foreign stocks substitute for international diversification?,"
European Financial Management, European Financial Management Association, vol. 26(5), pages 1191-1223, November.
- Vicente Bermejo & José Campa & Rodolfo Campos & Mohammed Zakriya, 2020. "Do foreign stocks substitute for international diversification?," Post-Print hal-03135756, HAL.
- Sarkissian, Sergei & Schill, Michael J., 2016.
"Cross-Listing Waves,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(1), pages 259-306, February.
- Sarkissian, Sergei & Schill, Michael, 2010. "Cross listing waves," MPRA Paper 27545, University Library of Munich, Germany.
- Korczak, Adriana & Korczak, Piotr, 2013. "The development of emerging stock markets and the demand for cross-listing," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 63-77.
- Meisami, Alex & Misra, Lalatendu & Mehran, Jamshid & Shi, Yilun, 2014. "Foreign capital raising by Indian firms: An examination of domestic stock price response," Global Finance Journal, Elsevier, vol. 25(3), pages 181-202.
- Awadh Saeed Bin-Dohry & Hanita Kadir Shahar & Sharmilawati Sabki & David McMillan, 2021. "The determinants of dual listing decision of firms from ASEAN-5," Cogent Economics & Finance, Taylor & Francis Journals, vol. 9(1), pages 1917105-191, January.
- Dariusz Wójcik & Csaba Burger, 2010. "Listing BRICs: Stock Issuers from Brazil, Russia, India, and China in New York, London, and Luxembourg," Economic Geography, Clark University, vol. 86(3), pages 275-296, July.
- Chen, Chunhua & Shi, Songhe & Song, Xiaoping & Zheng, Steven Xiaofan, 2021. "Financial constraints and cross-listing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
- Nicola Cetorelli & Stavros Peristiani, 2015.
"Firm Value and Cross Listings: The Impact of Stock Market Prestige,"
JRFM, MDPI, vol. 8(1), pages 1-31, March.
- Nicola Cetorelli & Stavros Peristiani, 2010. "Firm value and cross-listings: the impact of stock market prestige," Staff Reports 474, Federal Reserve Bank of New York.
- Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali, 2018. "Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 191-203, May.
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More about this item
Keywords
Cross-listings; Investor protection; Investor interest;All these keywords.
JEL classification:
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
Statistics
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