1. ESG rating and financial performance in the emerging markets: The moderating effects of cross-listing and industry type. (2025). Park, Jin Suk ; Andrikopoulos, Panagiotis ; Shrestha, Chaman.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001722.

   Full description at Econpapers || Download paper

2. Mutual fund flow-driven trading and the mispricing of cross-listed stocks. (2024). Rakowski, David ; Nguyen, Anh Tuan ; Diltz, David J.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000537.

   Full description at Econpapers || Download paper

3. Destination choice of the dual listing decision: The case ASEAN-5 firms. (2023). Sabki, Sharmilawati ; Shahar, Hanita Kadir ; Bin-Dohry, Awadh Saeed.
   In: Cogent Economics & Finance.
   RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2233773.

   Full description at Econpapers || Download paper

4. Bonding, signaling theory and dividend policy: Evidence from multinational firms. (2023). Ghadhab, Imen.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00289-7.

   Full description at Econpapers || Download paper

5. Cross-listing and crisis. (2021). Ghadhab, Imen.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00235-z.

   Full description at Econpapers || Download paper

6. Cross-listing and the alignment between short and long-run performance. (2021). Ghadhab, Imen.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000268.

   Full description at Econpapers || Download paper

7. How does internationalization affect capital raising decisions? Evidence from UK firms. (2020). Kwansa, Nana Abena ; Li, Hao ; Jones, Edward.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300414.

   Full description at Econpapers || Download paper

8. Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Mrad, Mouna ; Ghadhab, Imen.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

   Full description at Econpapers || Download paper

9. Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Uyan, Craig Alan ; Yang, Ann Shawing.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

   Full description at Econpapers || Download paper

1. Abdallah, A.A. ; Abdallah, W. ; Saad, M. The effect of cross-listing on trading volume: reducing segmentation versus signaling investor protection. 2011 J. Financ. Res.. 34 589-616

2. Abdallah, A.A. ; Ioannidis, C. Cross-listing premium in the US and the UK destination. 2010 Int. Rev. Econ. Finance. 19 244-259
   Paper not yet in RePEc: Add citation now
   

3. Abdallah, A.A. ; Ioannidis, C. Why do firms cross-List? international evidence from the US market. 2010 Q. Rev. Econ. Finance. 50 202-213

4. Admati, A.R. ; Pfleiderer, P. A theory of intraday patterns: volume and price variability. 1988 Rev. Financ. Stud.. 1 3-40

5. Aggarwal, R. ; Kearney, C. ; Lucey, B. Gravity and culture in foreign portfolio investment. 2012 J. Bank. Finance. 36 525-538

6. Anderson, C. ; Fedenia, M. ; Hirschey, M. ; Skiba, H. Cultural influences on home bias and international diversification by institutional investors. 2011 J. Bank. Finance. 35 916-934

7. Bacidore, J.M. ; Battalio, R. ; Galpin, N. ; Jennings, R. Sources of liquidity for NYSE listed non-US stocks. 2005 J. Bank. Finance. 29 3075-3098

8. Beugelsdijk, S. ; Frijns, B. A cultural explanation of the foreign bias in international asset allocation. 2010 J. Bank. Finance. 34 2121-2131

9. Bris, A. ; Cantale, S. ; Nishiotis, G.P. A Breakdown of the valuation effects of international cross-Listing. 2007 Eur. Financ. Manage.. 13 498-530

10. Brown, S.J. ; Warner, J.B. Using daily stock returns: the case of event studies. 1985 J. Financ. Econ.. 14 3-31

11. Chen, H. ; Choi, P.M.S. ; Hong, Y. How smooth is price discovery? Evidence from cross-listed stock trading. 2013 J. Int. Money Finance. 32 668-699

12. Chen, Qi. ; Goldstein, I. ; Wei, J. Price informativeness and investment sensitivity to stock price. 2007 Rev. Financ. Stud.. 20 115-147

13. Coffee, J.C. Future as history: the prospects for global convergence in corporate governance and its implications. 1999 Northwestern Univ. Law Rev.. 93 641-708
    Paper not yet in RePEc: Add citation now
    
14. Coffee, J.C. Racing towards the top: the impact of cross-Listings and stock market competition on international corporate governance. 2002 Columbia Law Rev.. 102 1757-1831
    Paper not yet in RePEc: Add citation now
    

15. Coval, J. ; Moskowitz, T. Home bias at home: local equity preferences in domestic portfolios. 1999 J. Finance. 54 2045-2073

16. Djankov, S. ; LaPorta, R. ; Lopez-de-Silianes, F. ; Shleifer, A. The law and economics of self-Dealing. 2008 J. Financ. Econ.. 88 430-465

17. Dodd, O. Why do firms cross list their shares on foreign exchanges? A review of cross listing theories and empirical evidence. 2013 Rev. Behav. Finance. 5 77-99

18. Dodd, O. ; Louca, C. International cross-Listing and shareholders' wealth. 2012 Multinational Finance J.. 16 49-86

19. Doidge, C. U.S cross-Listings and the private benefits of control: evidence from dual-class firms. 2004 J. Financ. Econ.. 72 519-553

20. Doidge, C. ; Karolyi, G.A. ; Stulz, R.M. Has new York become less competitive in global markets? evaluating foreign listing choice over time. 2009 J. Financ. Econ.. 91 253-277

21. Doidge, C. ; Karolyi, G.A. ; Stulz, R.M. Why are foreign firms listed in the U.S worth more?. 2004 J. Financ. Econ.. 71 205-238

22. Doidge, C. ; Karolyi, G.A. ; Stulz, R.M. Why do countries matter so much for corporate governance?. 2007 J. Financ. Econ.. 86 1-39

23. Doukas, J. ; Switzer, L.N. Common stock returns and international listing announcements: conditional tests of the mild segmentation hypothesis. 2000 J. Bank. Finance. 24 471-501
    Paper not yet in RePEc: Add citation now
    

24. Dow, J. ; Gorton, G. Stock market efficiency and economic efficiency: is there a connection?. 1997 J. Finance. 52 1087-1129

25. Draper, P. ; Paudyal, K. Acquisitions: private versus public. 2006 Eur. Financ. Manage.. 12 57-80

26. Durnev, A. ; Morck, R. ; Yeung, B. Value enhancing capital budgeting and firm-specific stock return variation. 2004 J. Finance. 59 65-105

27. Durnev, A. ; Morck, R. ; Yeung, B. ; Zarowin, P. Does greater firm-specific return variation mean more or less informed stock pricing?. 2003 J. Acc. Res.. 47 797-836

28. Ely, D. ; Salehizadeh, M. American depositary receipts an analysis of international stock price movements. 2001 Int. Rev. Financ. Anal.. 10 343-363

29. Errunza, V. ; Losq, E. International asset pricing under mild segmentation: theory and test. 1985 J. Finance. 40 105-124

30. Errunza, V.R. ; Miller, D.P. Market segmentation and the cost of capital in international equity markets. 2000 J. Financ. Quant. Anal.. 35 577-600

31. Eun, C.S. ; Sabherwal, S. Cross-border listings and price discovery: evidence from US-listed Canadian stocks. 2003 J. Finance. 58 549-575

32. Fernandes, N. ; Ferreira, M.A. Does international cross-listing really improve the information environnement?. 2008 J. Financ. Econ.. 88 216-244
    Paper not yet in RePEc: Add citation now
    

33. Fernandes, N. ; Ferreira, M.A. Insider trading laws and stock price informativeness. 2009 Rev. Financ. Stud.. 22 1845-1887

34. Foerster, S.R. ; Karolyi, G.A. Multimarket trading and liquidity: a transaction data analysis of Canada-US inter-Listings. 1998 J. Int. Financ. Markets Inst. Money. 8 393-412

35. Foerster, S.R. ; Karolyi, G.A. The effects of market segmentation and investor recognition on asset prices: evidence from foreign stocks listing in the United States. 1999 J. Finance. 54 981-1013

36. Foucault, T. ; Gehrig, T. Stock price informativeness cross-listings, and investment decisions. 2008 J. Financ. Econ.. 88 146-168

37. French, K. ; Roll, R. Stock return variances: the arrival of information and the reaction of traders. 1986 J. Financ. Econ.. 17 5-26

38. Frijns, B. ; Gilbert, A. ; Tourani-Rad, A. The dynamics of price discovery for cross-listed shares: evidence from Australia and New Zealand. 2010 J. Bank. Finance. 34 498-508

39. Ghadhab, I. The effect of additional foreign market presence on trading volume of cross-listed/traded stocks. 2016 J. Multinational Financ. Manage.. 34 18-27

40. Ghadhab, I. ; Hellara, S. Price discovery of cross-listed firms. 2016 Int. Rev. Financ. Anal.. -

41. Grammig, J. ; Melvin, M. ; Schlag, C. Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. 2005 J. Empirical Finance. 12 139-164

42. Grinblatt, M. ; Keloharju, M. How distance language, and culture influence stockholdings and trades. 2001 J. Finance. 56 1053-1073

43. Gul, F.A. ; BonKim, J. ; Qiu, A. Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: evidence from China. 2010 J. Financ. Econ.. 95 425-442

44. Hail, L. ; Leuz, C. Cost of capital effects and changes in growth expectations around U.S cross-Listings. 2009 J. Financ. Econ.. 93 428-454

45. Halling, M. ; Pagano, M. ; Randl, O. ; Zechner, J. Where is the market evidence from cross-Listings in the US. 2008 Rev. Financ. Stud.. 21 725-761

46. Korczak, P. ; Phylaktis, K. Related securities and price discovery: evidence from NYSE listed Non-U.S stocks. 2010 J. Empirical Finance. 17 566-584

47. Lang, M.H. ; Lins, K.V. ; Miller, D.P. ADRs, analysts, and accuracy: does cross-listing in the United States improve a firm's information environment and increase market value?. 2003 J. Acc. Res.. 41 317-345

48. LaPorta, R. ; Lopez-De-Silanes, F. ; Shleifer, A. ; Vishny, R.W. Law and finance. 1998 J. Political Economy. 106 1113-1155

49. Lau, S.T. ; Diltz, J.D. ; Apilado, V.P. Valuation effects of international stock exchange listings. 1994 J. Bank. Finance. 18 743-755

50. Lee, D. Why Does Shareholder Wealth Increase When Foreign Firms Announce Their Listing in the U.S.?. 2003 The Ohio State University working paper:
    Paper not yet in RePEc: Add citation now
    
51. Lee, I. The impact of overseas listings on shareholder wealth: the case of the London and Toronto stock exchanges. 1991 J. Bus. Finance Acc.. 18 583-592
    Paper not yet in RePEc: Add citation now
    

52. Liu, S. International cross-listing and stock pricing efficiency: an empirical study. 2007 Emerg. Markets Rev.. 8 251-263

53. Lok, E. ; Kalev, P.S. The intraday price behavior of australian and New Zealand cross-Listed stocks. 2006 Int. Rev. Financ. Anal.. 15 377-397

54. Menkveld, A.J. Splitting orders in overlapping markets: a study of cross-listed stocks. 2008 J. Financ. Intermediation. 17 145-174

55. Merton, R.C. A simple model of capital market equilibrium with incomplete information. 1987 J. Finance. 42 483-510

56. Miller, D.P. The market reaction to international cross-Listings: evidence from depositary receipts. 1999 J. Financ. Econ.. 51 103-123
    Paper not yet in RePEc: Add citation now
    

57. Mittoo, U.R. Globalization and the value of US listing: revisiting canadian evidence. 2003 J. Bank. Finance. 27 1629-1661

58. Morck, R. ; Shleifer, A. ; Vishny, R.W. The Stock Market and Investment: Is the Market a Sideshow?. 1990 Brookings Papers on Economic Activity:

59. Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: why do emerging markets have synchronous stock price movements. 2000 J. Financ. Econ.. 58 215-260
    Paper not yet in RePEc: Add citation now
    

60. Moulton, P.C. ; Wei, L. A tale of two time zones: the impact of substitutes on cross-Listed stock liquidity. 2009 J. Financ. Markets. 12 570-591

61. Otsubo, Y. International cross-listing and price discovery under trading concentration in the domestic market: evidence from Japanese shares. 2014 J. Empirical Finance. 25 36-51

62. Portes, R. ; Rey, H. The determinants of cross-border equity flows. 2005 J. Int. Econ.. 65 269-296

63. Pulatkonak, M. ; Sofianos, G. The distribution of global trading in NYSEListed non-US stocks. 1999 NYSE Working paper. -
    Paper not yet in RePEc: Add citation now
    

64. Reese, W.A. ; Weisbach, M.S. Protection of minority shareholder interests cross-listings in the United States, and subsequent equity offerings. 2002 J. Financ. Econ.. 66 65-104

65. Roll, R. R2. 1988 J. Finance. 43 541-566
    Paper not yet in RePEc: Add citation now
    

66. Roosenboom, P. ; Van Dijk, M.A. The market reaction to cross-listings: does the destination market matter?. 2009 J. Bank. Finance. 33 1898-1908

67. Sarkissian, S. ; Schill, M.J. Are there permanent valuation gains to overseas listing?. 2009 Rev. Financ. Stud.. 22 371-412

68. Sarkissian, S. ; Schill, M.J. The overseas listing decision: new evidence of proximity preference. 2004 Rev. Financ. Stud.. 17 69-809

69. Serra, A.P. Dual-listings on international exchanges: the case of emerging markets stocks. 1999 Eur. Financ. Manage.. 5 165-202

70. Stulz, R.M. Globalization corporate finance, and the cost of capital. 1999 J. Appl. Corporate Finance. 12 8-25

71. Subrahmanyam, A. ; Titman, S. The going-public decision and the development and financial markets. 1999 J. Finance. 54 1045-1082

72. Wang, J. ; Zhou, H. Competition of trading volume among markets: evidence from stocks with multiple cross-listing destinations. 2015 J. Multinational Financ. Manage.. 31 126-145

73. Werner, L. ; Kleidon, A. US and UK trading of british cross-Listed stocks: and intraday analysis of market integration. 1996 Rev. Financ. Stud.. 9 619-664

74. You, L. ; Lucey, B.M. ; Shu, Y. An empirical study of multiple direct international listings. 2013 Global Finance J.. 24 69-84

1. Destination choice of the dual listing decision: The case ASEAN-5 firms. (2023). Sabki, Sharmilawati ; Shahar, Hanita Kadir ; Bin-Dohry, Awadh Saeed.
   In: Cogent Economics & Finance.
   RePEc:taf:oaefxx:v:11:y:2023:i:2:p:2233773.

   Full description at Econpapers || Download paper

2. Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866.

   Full description at Econpapers || Download paper

3. Cross-listing and the alignment between short and long-run performance. (2021). Ghadhab, Imen.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000268.

   Full description at Econpapers || Download paper

4. Does Stock Listing Affect Value Creation and Profitability? Evidence from European Listed and Unlisted Companies. (2020). Intrisano, Carmelo ; Micheli, Anna Paola ; Calce, Anna Maria.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:12:y:2020:i:11:p:130.

   Full description at Econpapers || Download paper

5. Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

   Full description at Econpapers || Download paper

6. Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Hellara, Slaheddine ; Ghadhab, Imen ; Derbali, Abdelkader.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

   Full description at Econpapers || Download paper

7. Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Mrad, Mouna ; Ghadhab, Imen.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

   Full description at Econpapers || Download paper

8. What makes the bonding stick? A natural experiment testing the legal bonding hypothesis. (2018). Poliquin, Christopher ; Siegel, Jordan I ; Licht, Amir N.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:129:y:2018:i:2:p:329-356.

   Full description at Econpapers || Download paper

9. Cross-listing and value creation. (2016). Hellara, Slaheddine ; Ghadhab, Imen.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:37-38:y:2016:i::p:1-11.

   Full description at Econpapers || Download paper

10. The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks. (2016). Ghadhab, Imen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:34:y:2016:i:c:p:18-27.

    Full description at Econpapers || Download paper

11. The determinants of foreign trading volume of stocks listed in multiple markets. (2015). Paudyal, Krishna ; Dodd, Olga ; Louca, Christodoulos.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:79:y:2015:i:c:p:38-61.

    Full description at Econpapers || Download paper

12. The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs. (2010). Cumming, Douglas ; Suret, Jean-Marc ; Carpentier, Cecile.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2010s-01.

    Full description at Econpapers || Download paper

13. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:22:y:2009:i:11:p:4601-4641.

    Full description at Econpapers || Download paper

14. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Halling, Michael.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:129.

    Full description at Econpapers || Download paper

15. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0506006.

    Full description at Econpapers || Download paper

16. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11444.

    Full description at Econpapers || Download paper

17. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11047.

    Full description at Econpapers || Download paper

18. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
    In: Working Papers.
    RePEc:igi:igierp:281.

    Full description at Econpapers || Download paper

19. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005443.

    Full description at Econpapers || Download paper

20. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-3.

    Full description at Econpapers || Download paper

21. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0411012.

    Full description at Econpapers || Download paper

22. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
    In: Finance.
    RePEc:wpa:wuwpfi:0305006.

    Full description at Econpapers || Download paper

23. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:045.

    Full description at Econpapers || Download paper

24. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-6.

    Full description at Econpapers || Download paper

25. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:579.

    Full description at Econpapers || Download paper

26. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:755.

    Full description at Econpapers || Download paper

27. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-16.

    Full description at Econpapers || Download paper

28. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0307014.

    Full description at Econpapers || Download paper

29. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Adrangi, B. ; Chatrath, A..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:655-664.

    Full description at Econpapers || Download paper

30. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

    Full description at Econpapers || Download paper

31. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9426.

    Full description at Econpapers || Download paper

32. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:491-531.

    Full description at Econpapers || Download paper

33. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp321.

    Full description at Econpapers || Download paper

34. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0017.

    Full description at Econpapers || Download paper

35. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-276.

    Full description at Econpapers || Download paper

36. When is inter-transaction time informative?. (2003). Furfine, Craig.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-04.

    Full description at Econpapers || Download paper

37. Transmission of information across international equity markets. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:759.

    Full description at Econpapers || Download paper

38. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

    Full description at Econpapers || Download paper

39. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
    In: Finance.
    RePEc:wpa:wuwpfi:0207017.

    Full description at Econpapers || Download paper

40. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
    In: Finance.
    RePEc:wpa:wuwpfi:0201003.

    Full description at Econpapers || Download paper

41. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
    In: Econometrics.
    RePEc:wpa:wuwpem:0201003.

    Full description at Econpapers || Download paper

42. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

    Full description at Econpapers || Download paper

43. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_42.

    Full description at Econpapers || Download paper

44. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
    In: Memorandum.
    RePEc:hhs:osloec:2000_029.

    Full description at Econpapers || Download paper

45. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2000:i:jun:p:89-112:n:44.

    Full description at Econpapers || Download paper

46. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0599.

    Full description at Econpapers || Download paper

47. Private Information and Trade Timing. (2000). Smith, Lones.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1012-1018.

    Full description at Econpapers || Download paper

48. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: Finance.
    RePEc:wpa:wuwpfi:9904002.

    Full description at Econpapers || Download paper

49. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:2:p:123-139.

    Full description at Econpapers || Download paper

50. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7337.

    Full description at Econpapers || Download paper

51. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9918.

    Full description at Econpapers || Download paper

52. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
    In: CRSP working papers.
    RePEc:wop:chispw:470.

    Full description at Econpapers || Download paper

53. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
    In: Research Paper.
    RePEc:fip:fednrp:9813.

    Full description at Econpapers || Download paper

54. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-270.

    Full description at Econpapers || Download paper

55. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5936.

    Full description at Econpapers || Download paper

56. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0191.

    Full description at Econpapers || Download paper

57. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:97-04.

    Full description at Econpapers || Download paper

58. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
    In: Working Papers.
    RePEc:wop:astewp:9601.

    Full description at Econpapers || Download paper

59. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5479.

    Full description at Econpapers || Download paper

60. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507009.

    Full description at Econpapers || Download paper

61. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507008.

    Full description at Econpapers || Download paper

62. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0044.

    Full description at Econpapers || Download paper

63. Too much cocited documents. This list is not complete

Report date: 2025-09-16 00:38:52 || Missing content? Let us know