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Bartolomé Pascual-Fuster
(Bartolome Pascual-Fuster)

Personal Details

First Name:Bartolome
Middle Name:
Last Name:Pascual-Fuster
Suffix:
RePEc Short-ID:ppa725
http://dee.uib.es/bpascual/

Affiliation

Departament d'Economía de l'Empresa
Facultat de Ciències Econòmiques i Empresarials
Universitat de les Illes Balears

Palma de Mallorca, Spain
http://www.uib.es/depart/deeweb/
RePEc:edi:deuibes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bartolomé Pascual-Fuster & Francisco Climent & Roberto Pascual, 2003. "Cross-Listing, Price Discovery And The Informativeness Of The Trading Process," Working Papers. Serie EC 2003-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

Articles

  1. Aguilera, Ruth V. & Crespí-Cladera, Rafel & Infantes, Paula M. & Pascual-Fuster, Bartolomé, 2020. "Business groups and internationalization: Effective identification and future agenda," Journal of World Business, Elsevier, vol. 55(4).
  2. Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014. "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, vol. 20(C), pages 129-150.
  3. Crespí-Cladera, Rafel & Pascual-Fuster, Bartolomé, 2014. "Does the independence of independent directors matter?," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 116-134.
  4. Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
  5. Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006. "Cross-listing, price discovery and the informativeness of the trading process," Journal of Financial Markets, Elsevier, vol. 9(2), pages 144-161, May.
  6. G Lozano-Arnica & B Pascual-Fuster, 2001. "Does the expansion of Spanish firms into South America affect the price relations between the US and the Spanish stock markets?," Journal of Asset Management, Palgrave Macmillan, vol. 1(4), pages 380-396, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bartolomé Pascual-Fuster & Francisco Climent & Roberto Pascual, 2003. "Cross-Listing, Price Discovery And The Informativeness Of The Trading Process," Working Papers. Serie EC 2003-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

    Cited by:

    1. Mónica Melle, 2005. "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, vol. 29(1), pages 73-115, January.
    2. Qadan, Mahmoud, 2018. "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 221-234.
    3. Figuerola-Ferretti Garrigues, Isabel & Gilbert, Chris L. & Yan, Jieqin, 2014. "Copper Price Discovery on Comex, the LME and the SHFE, 2001-2013," DEE - Working Papers. Business Economics. WB wb140402, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    4. Roberto Pascual & David Veredas, 2009. "Does the open limit order book matter in explaining informational volatility?," ULB Institutional Repository 2013/183777, ULB -- Universite Libre de Bruxelles.
    5. Ekaterina Serikova, 2019. "The Role of Daytime Stock Auctions in Intraday Return Seasonality," Working Papers on Finance 1914, University of St. Gallen, School of Finance.
    6. Korczak, Piotr & Phylaktis, Kate, 2010. "Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks," Journal of Empirical Finance, Elsevier, vol. 17(4), pages 566-584, September.
    7. Piotr Korczak & Kate Phylaktis, 2009. "Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks," Bristol Economics Discussion Papers 09/612, School of Economics, University of Bristol, UK.
    8. Jokivuolle, Esa & Lanne, Markku, 2004. "Trading Nokia: the roles of the Helsinki vs the New York stock exchanges," Bank of Finland Research Discussion Papers 26/2004, Bank of Finland.
    9. Fernandes, Marcelo & Scherrer, Cristina Mabel, 2013. "Price discovery in dual-class shares across multiple markets," Textos para discussão 344, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    10. Laih, Yih-Wenn & Lai, Hung-Neng & Li, Chun-An, 2015. "Analyst valuation and corporate value discovery," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 235-248.
    11. Ghadhab, Imen & Hellara, Slaheddine, 2016. "Price discovery of cross-listed firms," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 177-188.
    12. Frijns, Bart & Indriawan, Ivan & Otsubo, Yoichi & Tourani-Rad, Alireza, 2019. "The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 176-187.
    13. Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018. "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 136-152.
    14. Timofei Bogomolov & Lixian Liu & Petko S Kalev, 2013. "Can time difference deter arbitrage opportunities?," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 79-94, April.
    15. Alvaro Escribano & Roberto Pascual, 2008. "Asymmetries in bid and ask responses to innovations in the trading process," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 49-82, Springer.
    16. Corbet, Shaen & Hou, Yang & Hu, Yang & Oxley, Les, 2020. "The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry," International Review of Financial Analysis, Elsevier, vol. 72(C).
    17. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2010. "The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 498-508, March.
    18. Su, Qian & Chong, Terence Tai-Leung, 2007. "Determining the contributions to price discovery for Chinese cross-listed stocks," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 140-153, April.
    19. PASCUAL, Roberto & VEREDAS, David, 2006. "Does the open limit order book matter in explaining long run volatility ?," LIDAM Discussion Papers CORE 2006110, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    20. Lulu Gu & W. Robert Reed, 2012. "Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology," Working Papers in Economics 12/08, University of Canterbury, Department of Economics and Finance.
    21. Donald Lien & Ziling Wang & Xiaojian Yu, 2021. "Quantile information share under Markov regime‐switching," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(4), pages 493-513, April.
    22. Wang, Jianxin & Yang, Minxian, 2011. "Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets," Journal of Financial Markets, Elsevier, vol. 14(1), pages 82-108, February.
    23. Kao, Chung-Wei & Wan, Jer-Yuh, 2012. "Price discount, inventories and the distortion of WTI benchmark," Energy Economics, Elsevier, vol. 34(1), pages 117-124.
    24. Alma Hales, 2015. "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 661-678, October.
    25. Binghui Wu & Tingting Duan, 2019. "Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network," Complexity, Hindawi, vol. 2019, pages 1-12, June.
    26. Timotheos Angelidis & Alexandros Benos, 2009. "The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange," European Financial Management, European Financial Management Association, vol. 15(1), pages 112-144, January.
    27. Marta Khomyn, 2020. "Essays on Modern Market Structure," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2020.
    28. Angel Pardo & Roberto Pascual, 2012. "On the hidden side of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 949-967, November.
    29. Ming-Chieh Wang & Yi-Chen Wu, 2014. "Where Does Price Discovery Occur? An Empirical Study of Taiwan¡¯s ADRs and Their Underlying Foreign Stocks," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 43-53, July.
    30. Sanjay Sehgal & Mala Dutt, 2018. "Domestic and International Information Linkages for the US Dollar/Indian Rupee Contracts: An Empirical Study," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 43(4), pages 205-233, November.
    31. Moulton, Pamela C. & Wei, Li, 2009. "A tale of two time zones: The impact of substitutes on cross-listed stock liquidity," Journal of Financial Markets, Elsevier, vol. 12(4), pages 570-591, November.
    32. Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.
    33. Wan, Jer-Yuh & Kao, Chung-Wei, 2009. "Price discovery in Taiwan's foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 77-93, February.
    34. K.C. Chen & Guangzhong Li & Lifan Wu, 2010. "Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 242-269, January.
    35. Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2015. "Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 35-48.
    36. Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
    37. Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2015. "The determinants of price discovery: Evidence from US-Canadian cross-listed shares," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 457-468.
    38. Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2021. "Quote dynamics of cross‐listed stocks," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 497-522, June.
    39. Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T., 2014. "Price discovery for cross-listed firms with foreign IPOs," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 80-87.
    40. Arquette, Gregory C. & Brown Jr., William O. & Burdekin, Richard C.K., 2008. "US ADR and Hong Kong H-share discounts of Shanghai-listed firms," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1916-1927, September.
    41. Fei Su, 2018. "Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2018.
    42. Geeta Duppati & Yang (Greg) Hou & Frank Scrimgeour, 2017. "The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1389675-138, January.
    43. Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003. "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers 03-037/2, Tinbergen Institute, revised 13 Oct 2003.
    44. Su, Fei & Zhang, Jingjing, 2018. "Global price discovery in the Australian dollar market and its determinants," Pacific-Basin Finance Journal, Elsevier, vol. 48(C), pages 35-55.
    45. Wang, Ming-Chieh, 2013. "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1160-1174.
    46. Cepoi, Cosmin-Octavian & Anghel, Dan-Gabriel & Pop, Ionuţ Daniel, 2021. "Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks," Economic Modelling, Elsevier, vol. 98(C), pages 302-318.
    47. Donald Lien & Zijun Wang, 2019. "Quantile information share," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(1), pages 38-55, January.

Articles

  1. Aguilera, Ruth V. & Crespí-Cladera, Rafel & Infantes, Paula M. & Pascual-Fuster, Bartolomé, 2020. "Business groups and internationalization: Effective identification and future agenda," Journal of World Business, Elsevier, vol. 55(4).

    Cited by:

    1. Karaevli, Ayse & Yurtoglu, B. Burcin, 2021. "Family ownership, market development, and internationalization of Turkish business groups (1925-2017)," Journal of World Business, Elsevier, vol. 56(6).
    2. Joan Freixanet & Ryan Federo, 2022. "When Born Globals Grow Up: A Review and Agenda for Research on the Performance of Maturing Early Internationalizers," Management International Review, Springer, vol. 62(6), pages 817-857, December.
    3. Joyce C. Wang & Jingtao Yi & Xiuping Zhang & Mike W. Peng, 2022. "Pyramidal Ownership and SOE Innovation," Journal of Management Studies, Wiley Blackwell, vol. 59(7), pages 1839-1868, November.
    4. Ryan Federo & Yuliya Ponomareva & Ruth V. Aguilera & Angel Saz‐Carranza & Carlos Losada, 2020. "Bringing owners back on board: A review of the role of ownership type in board governance," Corporate Governance: An International Review, Wiley Blackwell, vol. 28(6), pages 348-371, November.
    5. Rupambika Bharati & Biresh K. Sahoo, 2022. "Evaluating the profitability and marketability efficiency of group‐affiliated vis‐à‐vis nonaffiliated firms: A study on Indian manufacturing firms," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(7), pages 2759-2774, October.
    6. Luis Alfonso Dau & Randall Morck & Bernard Yin Yeung, 2021. "Business groups and the study of international business: A Coasean synthesis and extension," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(2), pages 161-211, March.
    7. Carney, Michael & Estrin, Saul & Liang, Zhixiang & Shapiro, Daniel, 2022. "Are Latin American business groups different? An exploratory international political economy perspective," LSE Research Online Documents on Economics 111821, London School of Economics and Political Science, LSE Library.
    8. Divya Mishra & Amita Mital & Samir K. Srivastava, 2023. "Role of international strategic alliances in internationalization of business group affiliated firms—A system dynamics approach," Systems Research and Behavioral Science, Wiley Blackwell, vol. 40(3), pages 552-572, May.
    9. De Beule, Filip & Elia, Stefano & Garcia-Bernardo, Javier & Heemskerk, Eelke M. & Jaklič, Andreja & Takes, Frank W. & Zdziarski, Michal, 2022. "Proximity at a distance: The relationship between foreign subsidiary co-location and MNC headquarters board interlock formation," International Business Review, Elsevier, vol. 31(4).
    10. Yunok Cho & Nigel Driffield & Sourindra Banerjee & Byung Il Park, 2023. "Returns to Internationalization: Business Group-Affiliated Firms vs Standalone Firms," Management International Review, Springer, vol. 63(4), pages 603-639, August.
    11. Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2023. "The influence of business groups on board composition in offshore financial multinational enterprises," International Business Review, Elsevier, vol. 32(3).
    12. Shi, Xinwei & Sutherland, Dylan & Williams, Christopher & Rong, Ke, 2021. "Chinese MNE acquisition of unrelated foreign businesses: The role of diversified business group affiliation, private ownership and strategic asset seeking," Journal of Business Research, Elsevier, vol. 129(C), pages 145-156.
    13. Eduardsen, Jonas & Marinova, Svetla Trifonova & González-Loureiro, Miguel & Vlačić, Božidar, 2022. "Business group affiliation and SMEs’ international sales intensity and diversification: A multi-country study," International Business Review, Elsevier, vol. 31(5).
    14. Jeoung Yul Lee & Asli M. Colpan & Yeon-Sik Ryu & Tomoki Sekiguchi, 2022. "What do we know about the internationalization of Asian business groups? A systematic review and future research agenda," Asian Business & Management, Palgrave Macmillan, vol. 21(5), pages 802-830, November.

  2. Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014. "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, vol. 20(C), pages 129-150.

    Cited by:

    1. Roberto Pascual & David Veredas, 2009. "Does the open limit order book matter in explaining informational volatility?," ULB Institutional Repository 2013/183777, ULB -- Universite Libre de Bruxelles.
    2. Joel Hasbrouck, 2021. "Price Discovery in High Resolution," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(3), pages 395-430.
    3. Chen, Yu-Lun & Gau, Yin-Feng, 2014. "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 194-204.
    4. Chen, Yu-Lun & Gau, Yin-Feng, 2015. "Foreign exchange market intervention and price discovery," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 214-227.
    5. Nikolaus Hautsch & Dieter Hess & David Veredas, 2010. "The impact of macroeconomic news on quote adjustments, noise and informational volatility," Working Papers ECARES 2010-004, ULB -- Universite Libre de Bruxelles.
    6. Liwei Jin & Xianghui Yuan & Shihao Wang & Peiran Li & Feng Lian, 2022. "Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(12), pages 2235-2247, December.
    7. Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad, 2021. "Quote dynamics of cross‐listed stocks," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 497-522, June.

  3. Crespí-Cladera, Rafel & Pascual-Fuster, Bartolomé, 2014. "Does the independence of independent directors matter?," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 116-134.

    Cited by:

    1. Zhongju Liao & Manting Zhang & Xiaopeng Wang, 2019. "Do female directors influence firms' environmental innovation? The moderating role of ownership type," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(1), pages 257-263, January.
    2. Abdelrhman Yusuf & Mohamed Sherif, 2020. "All on Board? New Evidence on Board Characteristics from a Large Panel of UK FTSE Indices," Sustainability, MDPI, vol. 12(13), pages 1-26, July.
    3. Nguyen, Thi Tuyet Mai, 2017. "An examination of independent directors in Vietnam," OSF Preprints ay6dv, Center for Open Science.
    4. Tam, On Kit & Liang, Hsin-Yu & Chen, Sheng-Hung & Liu, Bin, 2021. "Do valued independent directors matter to commercial bank performance?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 1-20.
    5. Le, Quyen & Vafaei, Alireza & Ahmed, Kamran & Kutubi, Shawgat, 2022. "Independent directors' reputation incentives and firm performance – an Australian perspective," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    6. Yuan, Rongli & Sun, Jian & Cao, Feng, 2016. "Directors' and officers' liability insurance and stock price crash risk," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 173-192.
    7. Frijns, Bart & Dodd, Olga & Cimerova, Helena, 2016. "The impact of cultural diversity in corporate boards on firm performance," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 521-541.
    8. Borokhovich, Kenneth A. & Boulton, Thomas J. & Brunarski, Kelly R. & Harman, Yvette S., 2014. "The incentives of grey directors: Evidence from unexpected executive and board chair turnover," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 102-115.
    9. Cheng, Lei & Sun, Zhen, 2019. "Do politically connected independent directors matter? Evidence from mandatory resignation events in China," China Economic Review, Elsevier, vol. 58(C).
    10. Cédric van Appelghem & Pascal Nguyen, 2020. "Do CEO-Board ties affect the firm's cost of equity? [La proximité entre le dirigeant et les administrateurs a-t-elle un impact sur le coût des fonds propres ?]," Working Papers hal-02880367, HAL.
    11. Patricia Crifo & Elena Escrig-Olmedo & Nicolas Mottis, 2019. "Corporate Governance as a Key Driver of Corporate Sustainability in France: The Role of Board Members and Investor Relations," Journal of Business Ethics, Springer, vol. 159(4), pages 1127-1146, November.
    12. Thierno Barry & Laetitia Lepetit & Frank Strobel & Thu Tran, 2018. "Better than independent: the role of minority directors on bank boards," Working Papers hal-01937927, HAL.
    13. Fernando A. Tejerina-Gaite & Miguel A. Fernández-Temprano, 2021. "The influence of board experience on firm performance: does the director’s role matter?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 25(3), pages 685-705, September.
    14. Mollah, Sabur & Liljeblom, Eva & Mobarek, Asma, 2021. "Heterogeneity in independent non-executive directors' attributes and risk-taking in large banks," Journal of Corporate Finance, Elsevier, vol. 70(C).
    15. Ashfaque Banbhan & Xinsheng Cheng & Nizam Ud Din, 2018. "Financially Qualified Members in an Upper Echelon and Their Relationship with Corporate Sustainability: Evidence from an Emerging Economy," Sustainability, MDPI, vol. 10(12), pages 1-19, December.
    16. Abubakr Saeed & Qasim Ali & Hammad Riaz & Muhammad Asif Khan, 2022. "Audit Committee Independence and Auditor Reporting for Financially Distressed Companies: Evidence From an Emerging Economy," SAGE Open, , vol. 12(2), pages 21582440221, April.
    17. Reguera-Alvarado, Nuria & Bravo, Francisco, 2017. "The effect of independent directors’ characteristics on firm performance: Tenure and multiple directorships," Research in International Business and Finance, Elsevier, vol. 41(C), pages 590-599.

  4. Pascual-Fuster, Bartolome & Perez-Rodriguez, Jorge V., 2007. "Volatility transmission for cross-listed firms and the role of international exposure," Japan and the World Economy, Elsevier, vol. 19(3), pages 303-328, August.

    Cited by:

    1. Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014. "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, vol. 32(C), pages 96-110.
    2. Fowowe, Babajide & Shuaibu, Mohammed, 2016. "Dynamic spillovers between Nigerian, South African and international equity markets," International Economics, Elsevier, vol. 148(C), pages 59-80.

  5. Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006. "Cross-listing, price discovery and the informativeness of the trading process," Journal of Financial Markets, Elsevier, vol. 9(2), pages 144-161, May.
    See citations under working paper version above.

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