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The seemingly anomalous price behavior of Royal Dutch/Shell and Unilever N.V./PLC. (1990). Young, Colin ; Rosenthal, Leonard .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:26:y:1990:i:1:p:123-141.

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  2. Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine.
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  3. Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy.
    In: Journal of Financial Markets.
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  4. Dividend imputation taxes and the curious case of a price premium between BHP and Billiton American depositary receipts. (2023). Walter, Terry ; Hu, Hansi.
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  5. Portfolios for Long-Term Investors*. (2022). Cochrane, John H.
    In: Review of Finance.
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  6. .

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  7. Kimchi premium and speculative trading in bitcoin. (2021). Eom, Yunsung.
    In: Finance Research Letters.
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  8. Effects of cross?border capital flows on stock returns of dual?listed firms in mainland China and Hong Kong: Evidence from a natural experiment. (2021). Yang, Zhenyu ; Lin, Jiada ; Wu, Jia ; Dong, Luo.
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  9. Trading and arbitrage in cryptocurrency markets. (2020). Makarov, Igor ; Schoar, Antoinette.
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  10. Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha.
    In: Journal of Behavioral and Experimental Finance.
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  11. Trading and arbitrage in cryptocurrency markets. (2019). , Antoinetteschoar ; Schoar, Antoinette ; Makarov, Igor.
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  12. The dynamics of financially constrained arbitrage. (2018). Vayanos, Dimitri ; Gromb, Denis.
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  13. Trading and Arbitrage in Cryptocurrency Markets. (2018). Schoar, Antoinette ; Makarov, Igor.
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  14. Connecting the markets? Recent evidence on China’s capital account liberalization. (2018). Chan, Marc ; Kwok, Simon.
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  15. Cosearch Attention and Stock Return Predictability in Supply Chains. (2017). Kumar, Alok ; Konana, Prabhudev ; Man, Alvin Chung ; Agarwal, Ashish.
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  16. The dynamics of financially constrained arbitrage. (2017). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
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  17. Toward a model-free measure of market efficiency. (2017). , Keith.
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  18. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
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  19. The dynamics of financially constrained arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
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  20. Asset pricing with arbitrage activity. (2015). Hugonnier, Julien ; Prieto, Rodolfo .
    In: Journal of Financial Economics.
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  21. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
    In: Journal of Banking & Finance.
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  22. On the determinants of pairs trading profitability. (2015). Weber, Martin ; Jacobs, Heiko.
    In: Journal of Financial Markets.
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  23. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
    In: CEPR Discussion Papers.
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  24. How Well Do Prices Converge in Anticipation of Capital Control Liberalization? Evidence from a Chinese Reform. (2014). Chan, Marc.
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  25. Connecting the Markets? Recent Evidence on Chinas Capital Account Liberalization. (2014). Kwok, Simon Sai Man ; Chan, Marc.
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  29. Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE. (2013). Ergun, Bahadir ; Dogukanli, Hatice ; Vural, Gamze .
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  30. Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm.
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  31. Rational asset pricing bubbles and portfolio constraints. (2012). Hugonnier, Julien.
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  32. The impact of behavioural factors in the renewable energy investment decision making process: Conceptual framework and empirical findings. (2012). Masini, Andrea ; Menichetti, Emanuela .
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  34. Using Various Portfolio Formation and Test Periods: An Examination of Overreaction in ISE. (2012). Ergun, Bahadir ; Dogukanli, Hatice ; Vural, Gamze .
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  35. Discussion of Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage. (2012). Van Buskirk, Andrew .
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  36. Robustness of equilibrium price dispersion in finite market games. (2011). Gobillard, Bertrand ; Breton, Régis.
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  37. Comparing High Frequency Data of Stocks that are Traded Simultaneously in the US and Germany: Simulated Versus Empirical Data. (2011). Ruchardt, Kirsten ; Rieger, Jorg ; Vogt, Bodo.
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  38. The more we know on the fundamental, the less we agree on the price. (2011). Kondor, Péter.
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  39. Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading. (2010). Schultz, Paul ; Shive, Sophie.
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  42. US ADR and Hong Kong H-share discounts of Shanghai-listed firms. (2008). Burdekin, Richard ; Arquette, Gregory C. ; Brown, William O..
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  43. A tale of two prices: Liquidity and asset prices in multiple markets. (2008). Chan, Justin S. P., ; Subrahmanyam, Marti G. ; Hong, Dong.
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  44. Noise trader risk: Evidence from the Siamese twins. (2007). Scruggs, John T..
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  46. Hedging with Foreign-listed Single Stock Futures. (2005). So, Leh-chyan ; Lee, Cheng-Few ; Hung, Mao-Wei.
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  47. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
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  48. The Stock Market and Investment: Evidence from FDI Flows. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Foley, Fritz C..
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  49. Asset price in an overlapping generations model with case-based decision makers with short memory. (2004). Guerdjikova, Ani.
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  51. The Characteristics and Trading Behaviour of Dual-listed Companies. (2003). Richards, Anthony ; Bedi, Jaideep ; Tennant, Paul.
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  52. Anomalies: The Law of One Price in Financial Markets. (2003). Thaler, Richard ; Lamont, Owen.
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  55. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
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  57. Seasonal patterns in Japanese ADR returns and the US stock market influence. (1996). Fatemi, Ali M. ; Park, Jinwoo.
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