Informed traders of cross-listed shares trade more in the domestic market around earnings releases
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- repec:eee:finmar:v:35:y:2017:i:c:p:21-46 is not listed on IDEAS
- Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014. "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 1-19, July.
More about this item
KeywordsCross-listing; Market fragmentation; Information asymmetry; Liquidity; Probability of informed trading; Regime-switching model; Error correction model; G14; G15;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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