Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
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4. Public Information Arrival;Berry;Journal of Finance,1994
5. Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks;Brock;Journal of Economic Dynamics and Control,1992
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