IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for " The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings"

by Kadlec, Gregory B & McConnell, John J

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Claessens, Stijn & Schmukler, Sergio L., 2007. "International financial integration through equity markets: Which firms from which countries go global?," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 788-813, September.
  2. Ahmed, Kamran & Kim, Jae H. & Henry, Darren, 2006. "International cross-listings by Australian firms: A stochastic dominance analysis of equity returns," Journal of Multinational Financial Management, Elsevier, vol. 16(5), pages 494-508, December.
  3. Kryzanowski, Lawrence & Rubalcava, Arturo, 2005. "International trade-venue clienteles and order-flow competitiveness," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 86-113, January.
  4. Kim, Youngsoo & Lee, Bong Soo, 2007. "Limited participation and the closed-end fund discount," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 381-399, February.
  5. Marco Pagano & Ailsa A. Roell & Joseph Zechner, 1999. "The Geography of Equity Listing; Why Do Companies List Abroad?," CSEF Working Papers 28, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Sep 2001.
  6. Yakov Amihud & Haim Mendelson & Beni Lauterbach, 1996. "Market Microstructure and Securities Values: Evidence From the Tel Aviv Stock Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-7, New York University, Leonard N. Stern School of Business-.
  7. Eldor, Rafi & Hauser, Shmuel & Pilo, Batia & Shurki, Itzik, 2006. "The contribution of market makers to liquidity and efficiency of options trading in electronic markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2025-2040, July.
  8. Perotti, Pietro & Rindi, Barbara, 2010. "Market makers as information providers: The natural experiment of STAR," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 895-917, December.
  9. Autore, Don M. & Kovacs, Tunde, 2014. "Investor recognition and seasoned equity offers," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 216-233.
  10. Susanne Cannon & Rebel Cole, 2011. "Changes in REIT Liquidity 1988–2007: Evidence from Daily Data," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 258-280, July.
  11. Thierry Foucault, 2006. "Liquidité, coût du capital et organisation de la négociation des valeurs boursières," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 123-138.
  12. Green, T. Clifton & Jame, Russell, 2013. "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, vol. 109(3), pages 813-834.
  13. Kothari, S. P. & Warner, Jerold B., 1997. "Measuring long-horizon security price performance," Journal of Financial Economics, Elsevier, vol. 43(3), pages 301-339, March.
  14. Dey, Malay K. & Wang, Chaoyan, 2012. "Return spread and liquidity: Evidence from Hong Kong ADRs," Research in International Business and Finance, Elsevier, vol. 26(2), pages 164-180.
  15. Bennett, Paul & Wei, Li, 2006. "Market structure, fragmentation, and market quality," Journal of Financial Markets, Elsevier, vol. 9(1), pages 49-78, February.
  16. Kirk, Marcus, 2011. "Research for sale: Determinants and consequences of paid-for analyst research," Journal of Financial Economics, Elsevier, vol. 100(1), pages 182-200, April.
  17. Giannetti, Mariassunta & Simonov, Andrei, 2002. "Which Investors Fear Expropriation?," SIFR Research Report Series 10, Institute for Financial Research.
  18. Miller, Darius P., 1999. "The market reaction to international cross-listings:: evidence from Depositary Receipts," Journal of Financial Economics, Elsevier, vol. 51(1), pages 103-123, January.
  19. Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008. "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, vol. 90(1), pages 20-37, October.
  20. Johnson, Timothy C., 2008. "Volume, liquidity, and liquidity risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 388-417, February.
  21. Kairys, Joseph Jr. & Kruza, Raimonds & Kumpins, Ritvars, 2000. "Winners and losers from the introduction of continuous variable price trading: Evidence from the Riga Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 603-624, April.
  22. Rene M. Stulz, 1999. "Globalization of Equity Markets and the Cost of Capital," NBER Working Papers 7021, National Bureau of Economic Research, Inc.
  23. Bellalah, Mondher, 2006. "On derivatives and information costs," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 30-51.
  24. repec:eme:mfipps:v:36:y:2010:i:3:p:380-402 is not listed on IDEAS
  25. Michael Pinegar, J. & Ravichandran, R., 2002. "Global and local information asymmetries, illiquidity and SEC Rule 144A/Regulation S: The case of Indian GDRs," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1645-1673, August.
  26. Cissé, Abdoul Karim & Fontaine, Patrice, 2016. "Why do companies transfer the trading compartment of their common stocks," Research in International Business and Finance, Elsevier, vol. 36(C), pages 624-640.
  27. Cheng, Yingmei, 2005. "Post-listing underperformance: Is it really bad to move trading locations?," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 97-120, December.
  28. Thierry Foucault, 2006. "Liquidity, cost of capital and the organization of trading in stock markets," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 113-123.
  29. Levine, Ross & Zervos, Sara, 1996. "Stock markets, banks, and economic growth," Policy Research Working Paper Series 1690, The World Bank.
  30. Iatridis, George Emmanuel, 2011. "Accounting disclosures, accounting quality and conditional and unconditional conservatism," International Review of Financial Analysis, Elsevier, vol. 20(2), pages 88-102, April.
  31. Kaniel, Ron & Ozoguz, Arzu & Starks, Laura, 2012. "The high volume return premium: Cross-country evidence," Journal of Financial Economics, Elsevier, vol. 103(2), pages 255-279.
  32. Sarkissian, Sergei & Schill, Michael J., 2004. "Are There Permanent Valuation Gains to Overseas Listing? Evidence from Market Sequencing and Selection," Working Papers 05-4, University of Pennsylvania, Wharton School, Weiss Center.
  33. Khanna, Tarun & Kogan, Joe & Palepu, Krishna, 2002. "Globalization and Similarities in Corporate Governance: A Cross-Country Analysis," CEI Working Paper Series 2002-6, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  34. Li, Kevin K. & You, Haifeng, 2015. "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 141-160.
  35. Papaioannou, George J. & Travlos, Nickolaos G. & Viswanathan, K.G., 2009. "Visibility effects and timing in stock listing changes: Evidence from operating performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 357-377, May.
  36. Tse, Yiuman & Devos, Erik, 2004. "Trading costs, investor recognition and market response: An analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 63-83, January.
  37. Gomes, Armando & Gorton, Gary & Madureira, Leonardo, 2007. "SEC Regulation Fair Disclosure, information, and the cost of capital," Journal of Corporate Finance, Elsevier, vol. 13(2-3), pages 300-334, June.
  38. Kathleen M. Kahle & Ralph A. Walkling, . "The Impact of Industry Classifications on Financial Research," Research in Financial Economics 9607, Ohio State University.
  39. Stephen R. Foerster & G. Andrew Karolyi, . "The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US," Research in Financial Economics 9606, Ohio State University.
  40. Roosenboom, Peter & van Dijk, Mathijs A., 2009. "The market reaction to cross-listings: Does the destination market matter?," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1898-1908, October.
  41. O'Brien, Patricia C. & Tan, Hongping, 2015. "Geographic proximity and analyst coverage decisions: Evidence from IPOs," Journal of Accounting and Economics, Elsevier, vol. 59(1), pages 41-59.
  42. Chan, Justin S.P. & Hong, Dong & Subrahmanyam, Marti G., 2008. "A tale of two prices: Liquidity and asset prices in multiple markets," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 947-960, June.
  43. Giannetti, Mariassunta & Simonov, Andrei, 2003. "Which Investors Fear Expropriation? Evidence from Investors' Stock Picking," CEPR Discussion Papers 3843, C.E.P.R. Discussion Papers.
  44. John Clark & Elizabeth Berko, 1997. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Staff Reports 24, Federal Reserve Bank of New York.
  45. Malay K. Dey & Chaoyan Wang, 2008. "Return Spread and Liquidity on Chinese ADRs," NFI Working Papers 2008-WP-09, Indiana State University, Scott College of Business, Networks Financial Institute.
  46. repec:dau:papers:123456789/3018 is not listed on IDEAS
  47. Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay, 1998. "Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 307-319, August.
  48. Lin, Wen-Chun & Liao, Tsai-Ling, 2015. "Exchange listing type and firm financial reporting behavior," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 234-249.
  49. Yaseen Alhaj-Yaseen, 2013. "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 274-292, April.
  50. Lai Fong Woon & Noor Azlinna Azizan & M. Fazilah Abdul Samad, 2011. "A Strategic Framework For Value Enhancing Enterprise Risk Management," Journal of Global Business and Economics, Global Research Agency, vol. 2(1), pages 23-47, January.
  51. Lo, Keng-Hsin & Wang, Kehluh & Liao, Tsai-Ling, 2006. "Insider transfer trading of banking companies around exchange listing," Journal of Financial Intermediation, Elsevier, vol. 15(2), pages 215-234, April.
  52. McConnell, John J. & Dybevik, Heidi J. & Haushalter, David & Lie, Erik, 1996. "A survey of evidence on domestic and international stock exchange listings with implications for markets and managers," Pacific-Basin Finance Journal, Elsevier, vol. 4(4), pages 347-376, December.
  53. Kryzanowski, Lawrence & Rubalcava, Arturo, 2004. "Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms," Journal of Multinational Financial Management, Elsevier, vol. 14(2), pages 171-186, April.
  54. Ivaschenko, Iryna V., 2004. "Coping with financial spillovers from the United States: the effect of US corporate scandals on Canadian stock prices," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 407-424.
  55. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
  56. Bakera, H. Kent & Powell, Gary E. & Weaver, Daniel G., 1999. "The visibility effects of Amex listing," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(3), pages 341-361.
  57. Katsushi Suzuki, 2015. "Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks," Discussion Papers 2015-20, Kobe University, Graduate School of Business Administration.
  58. Chen, Hung-Ling & Chow, Edward H., 2011. "The impact of investor base on the costs of capital for IPOs," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 177-190, July.
  59. Gottesman, Aron A. & Nam, Jouahn & Thornton Jr., John H. & Wynne, Kevin, 2010. "NYSE listings and firm borrowing costs: An empirical investigation," Global Finance Journal, Elsevier, vol. 21(1), pages 26-42.
  60. Campbell, Kevin & Tabner, Isaac T., 2014. "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 1-20.
  61. Blass, Asher & Yafeh, Yishay, 2001. "Vagabond shoes longing to stray: Why foreign firms list in the United States," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 555-572, March.
  62. Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2008. "Off but Not Gone: A Study of Nasdaq Delistings," Working Paper Series 2008-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  63. Mayur, Manas & Kumar, Manoj, 2006. "An Empirical Investigation of Going Public Decision of Indian Companies," MPRA Paper 1801, University Library of Munich, Germany.
  64. David Michayluk & Karyn Neuhauser, 2008. "Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks," International Review of Finance, International Review of Finance Ltd., vol. 8(3-4), pages 159-178.
  65. Bodnaruk, Andriy & Ostberg, Per, 2009. "Does investor recognition predict returns?," Journal of Financial Economics, Elsevier, vol. 91(2), pages 208-226, February.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.