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Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York. (2002). Menkveld, Albert ; Hupperets, Erik C. J., .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:5:y:2002:i:1:p:57-82.

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  1. Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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  2. A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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  3. Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
    In: Discussion Papers.
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  4. Information flow and price discovery dynamics. (2021). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
    In: Review of Quantitative Finance and Accounting.
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  5. Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald.
    In: Journal of International Financial Markets, Institutions and Money.
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  6. City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga.
    In: Journal of Empirical Finance.
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  7. Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel.
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  8. Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets. (2020). Dragot, Victor ; Ilic, Elena Valentina ; Anghel, Dan Gabriel.
    In: Journal for Economic Forecasting.
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  9. Quantile information share. (2019). Lien, Donald ; Wang, Zijun.
    In: Journal of Futures Markets.
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  10. Price discovery in dual‐class shares across multiple markets. (2018). Fernandes, Marcelo ; Scherrer, Cristina M.
    In: Journal of Futures Markets.
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  11. Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga.
    In: Journal of Empirical Finance.
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  12. Estimation of Market Information Shares: A Comparison. (2016). Wang, Zijun ; Lien, Donald.
    In: Journal of Futures Markets.
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  13. Cross-market information transfers of ADR firms: An investigation of emerging market economies. (2016). Senteney, David L ; Bazaz, Mohammad S.
    In: Research in International Business and Finance.
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  14. Price discovery of cross-listed firms. (2016). Ghadhab, Imen ; Hellara, Slaheddine.
    In: International Review of Financial Analysis.
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  15. Price discovery in the markets for credit risk: A Markov switching approach. (2015). Dimpfl, Thomas ; Peter, Franziska J.
    In: SFB 649 Discussion Papers.
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  16. The determinants of price discovery: Evidence from US-Canadian cross-listed shares. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Gilbert, Aaron.
    In: Journal of Banking & Finance.
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  17. Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan.
    In: Journal of Empirical Finance.
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  18. Copper Price Discovery on Comex, the LME and the SHFE, 2001-2013. (2014). Gilbert, Chris L. ; Yan, Jieqin ; Garrigues, Isabel Figuerola-Ferretti .
    In: DEE - Working Papers. Business Economics. WB.
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  19. Price discovery in dual-class shares across multiple markets. (2014). Fernandes, Marcelo ; Scherrer, Cristina M..
    In: CREATES Research Papers.
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  20. Price discovery in dual-class shares across multiple markets. (2013). Fernandes, Marcelo ; Scherrer, Cristina M..
    In: Textos para discussão.
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  21. Who moves first? An intensity-based measure for information flows across stock exchanges. (2013). Peter, Franziska J. ; Kehrle, Kerstin .
    In: Journal of Banking & Finance.
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  22. Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID. (2012). von Wyss, Rico ; Kohler, Alexander .
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  23. The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets. (2012). Chakravarty, Sugato ; Chiyachantana, Chiraphol N. ; Jiang, Christine.
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  24. Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets. (2011). Yang, Minxian ; Wang, Jianxin.
    In: Journal of Financial Markets.
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  25. Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom. (2011). Chakravarty, Sugato ; Chiyachantana, Chiraphol N. ; Jiang, Christine.
    In: Working Papers.
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  26. Price discovery in fragmented markets. (2010). de Jong, F. C. J. M., ; Schotman, P. C..
    In: Other publications TiSEM.
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  27. In search of liquidity: The block brokers choice of where to trade cross-listed stocks. (2010). Smith, Brian F. ; Turnbull, D. Alasdair S., ; White, Robert W..
    In: Journal of Economics and Business.
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  28. The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand. (2010). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
    In: Journal of Banking & Finance.
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  29. Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks. (2010). Phylaktis, Kate ; Korczak, Piotr.
    In: Journal of Empirical Finance.
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  30. International price discovery in the presence of market microstructure effects. (2008). Grammig, Joachim ; Peter, Franziska J..
    In: CFR Working Papers.
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  31. Splitting orders in overlapping markets: A study of cross-listed stocks. (2008). Menkveld, Albert.
    In: Journal of Financial Intermediation.
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  32. Stock price informativeness, cross-listings, and investment decisions. (2008). Gehrig, Thomas ; Foucault, Thierry.
    In: Journal of Financial Economics.
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  33. Volatility transmission for cross-listed firms and the role of international exposure. (2007). Pérez-Rodríguez, Jorge ; Pascual-Fuster, Bartolomé ; Perez-Rodriguez, Jorge V..
    In: Japan and the World Economy.
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  34. The role of trades in price convergence: A study of dual-listed Canadian stocks. (2007). Kaul, Aditya ; Mehrotra, Vikas .
    In: Journal of Empirical Finance.
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  35. The intraday price behaviour of Australian and New Zealand cross-listed stocks. (2006). Lok, Emily ; Kalev, Petko S..
    In: International Review of Financial Analysis.
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  36. The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange. (2006). Angelidis, Timotheos ; Benos, Alexandros .
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  37. Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence. (2003). Menkveld, Albert ; Lucas, Andre ; Koopman, Siem Jan ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
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  38. CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS. (2003). PASCUAL, ROBERTO ; Pascual-Fuster, Bartolomé ; Climent, Francisco.
    In: Working Papers. Serie EC.
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  39. Price Discovery in Fragmented Markets. (2003). de Jong, Frank ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3987.

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References cited by this document

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    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20000018.

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