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European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings

Author

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  • Markus Baltzer

    (Department of Economics, University of Tuebingen)

Abstract

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Suggested Citation

  • Markus Baltzer, 2006. "European Financial Market Integration in the Gründerboom and Gründerkrach: Evidence from European Cross-Listings," Working Papers 111, Oesterreichische Nationalbank (Austrian Central Bank).
    • Handle: RePEc:onb:oenbwp:111
    as

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    References listed on IDEAS

    as
    1. Grammig, Joachim & Melvin, Michael & Schlag, Christian, 2005. "Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 139-164, January.
    2. Shleifer, Andrei & Vishny, Robert W, 1997. "The Limits of Arbitrage," Journal of Finance, American Finance Association, vol. 52(1), pages 35-55, March.
    3. Hasbrouck, Joel, 1995. "One Security, Many Markets: Determining the Contributions to Price Discovery," Journal of Finance, American Finance Association, vol. 50(4), pages 1175-1199, September.
    4. Neal, Larry, 1987. "The Integration and Efficiency of the London and Amsterdam Stock Markets in the Eighteenth Century," The Journal of Economic History, Cambridge University Press, vol. 47(1), pages 97-115, March.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Athanasios Koulakiotis & Katerina Lyroudi & Nikos Thomaidis & Nicholas Papasyriopoulos, 2010. "The impact of cross‐listings on the UK and the German stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(1), pages 4-18, March.

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    More about this item

    Keywords

    cross-listing; financial market integration; information transfer; price building;
    All these keywords.

    JEL classification:

    • F3 - International Economics - - International Finance
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913

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