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Price transmission dynamics between informationally linked securities. (2005). Phylaktis, Kate ; Manalis, Gikas .
In: Applied Financial Economics.
RePEc:taf:apfiec:v:15:y:2005:i:3:p:187-201.

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  1. Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach. (2013). Tswei, Keshin .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:1062-1078.

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  2. Stock prices and the location of trade: Evidence from China-backed ADRs. (2013). Yao, Lee J. ; Wang, Xue ; Fang, Victor.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:677-688.

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  3. Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices. (2009). Lai, Jingyi ; Tswei, Keshin.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:4:p:183-189.

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  4. Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices. (2009). Lai, Jing-Yi ; Tswei, Keshin .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:4:p:183-189.

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  5. Price determinants of American Depositary Receipts (ADR): a cross-sectional analysis of panel data. (2006). Aquino, Katty Perez ; Poshakwale, Sunil .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:16:p:1225-1237.

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References

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  59. Cross-listing, price discovery and the informativeness of the trading process. (2001). PASCUAL, ROBERTO ; Pascual-Fuster, Bartolomé ; Climent, Francisco.
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