Round-the-clock Trading: Evidence from U.K. Cross-Listed Securities
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References listed on IDEAS
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Citations
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Cited by:
- Eric Levin & Robert Wright, 1999. "Why does the bid-ask spread vary over the day?," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 563-567.
- ap Gwilym, Owain & Thomas, Stephen, 2002. "An empirical comparison of quoted and implied bid-ask spreads on futures contracts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(1), pages 81-99, February.
- Sjoo, Boo & Zhang, Jianhua, 2000. "Market segmentation and information diffusion in China's stock markets," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 421-438, December.
- Wen-Ling Lin & Takatoshi Ito, 1994.
"Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets,"
NBER Chapters,in: The Internationalization of Equity Markets, pages 309-343
National Bureau of Economic Research, Inc.
- Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
- Levin, Eric J. & Wright, Robert E., 1999. "Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note 1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 179-191, May.
- Foucault, Thierry, 1999. "Order flow composition and trading costs in a dynamic limit order market1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 99-134, May.
- Chan, K. C. & Fong, Wai-Ming & Kho, Bong-Chan & Stulz, ReneM., 1996.
"Information, trading and stock returns: Lessons from dually-listed securities,"
Journal of Banking & Finance,
Elsevier, vol. 20(7), pages 1161-1187, August.
- K.C. Chan & Wai-Ming Fong & Rene M. Stulz, 1994. "Information, Trading and Stock Returns: Lessons from Dually-Listed Securities," NBER Working Papers 4743, National Bureau of Economic Research, Inc.
- Peter C. Reiss & Ingrid M. Werner, 1994. "Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange," NBER Working Papers 4727, National Bureau of Economic Research, Inc.
- Brockman, Paul & Chung, Dennis Y., 1998. "Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 277-298, December.
- Forster, Margaret M. & George, Thomas J., 1995. "Trading hours, information flow, and international cross-listing," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 19-34.
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