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CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS. (2003). PASCUAL, ROBERTO ; Pascual-Fuster, Bartolomé ; Climent, Francisco.
In: Working Papers. Serie EC.
RePEc:ivi:wpasec:2003-21.

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  1. Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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  2. Essays on Modern Market Structure. (2020). Khomyn, Marta.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2020.

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  3. The Role of Daytime Stock Auctions in Intraday Return Seasonality. (2019). Serikova, Ekaterina.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2019:14.

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  4. Price discovery in dual‐class shares across multiple markets. (2018). Fernandes, Marcelo ; Scherrer, Cristina M.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:1:p:129-155.

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  5. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:39.

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  6. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2018.

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  7. 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.
    RePEc:cte:wbrepe:wb140402.

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  8. On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

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  9. Price discount, inventories and the distortion of WTI benchmark. (2012). Kao, Chung-Wei ; Wan, Jer-Yuh .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:117-124.

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  10. Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology. (2012). Reed, W. ; Gu, Lulu .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:12/08.

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  11. Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality?. (2010). Li, Guangzhong ; Chen, K C ; Wu, Lifan.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:37:y:2010:i:1-2:p:242-269.

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  12. Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks. (2009). Phylaktis, Kate ; Korczak, Piotr.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:09/612.

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  13. Determining the contributions to price discovery for Chinese cross-listed stocks. (2007). CHONG, Terence Tai Leung ; Su, Qian.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:15:y:2007:i:2:p:140-153.

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  14. Asymmetries in bid and ask responses to innovations in the trading process. (2006). PASCUAL, ROBERTO ; Escribano, Alvaro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:30:y:2006:i:4:p:913-946.

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  15. The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange. (2006). Angelidis, Timotheos ; Benos, Alexandros .
    In: Working Papers.
    RePEc:crt:wpaper:0615.

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  16. 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.
    RePEc:tin:wpaper:20030037.

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  49. Investigating the Reciprocal Relationships Within Health Virtual Communities. (2000). Dorantes, Carlos ; Ko, Myung ; Osei-Bryson, Kweku-Muata.
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  50. Tax Loss Trading and Wash Sales. (2000). Keloharju, Matti ; Grinblatt, Mark.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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