Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. A theory of intraday patterns: volume and price variability;Admati;Rev. Financial Stud.,1988
2. Arbitrage and the law of one price in the market for American depository receipts;Alsayed;J. Int. Financial Markets Inst. Money,2012
3. Asset pricing and the bid-ask spread;Amihud;J. Finance Econ.,1986
4. The proof is in the pudding: arbitrage is possible in limited emerging markets;Ansotegui;J. Int. Financial Markets, Inst. Money,2013
5. African stock market returns and liquidity premia;Assefa;J. Int. Financial Markets, Inst. Money,2014
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Cross-listing, capital structure and firm performance: A simultaneous equation estimation;International Journal of Financial Engineering;2023-09-30
2. Exploring Commonality in Liquidity and Volatility Risk Pricing in Indian Stock Markets;Proceedings of the 2023 6th International Conference on Mathematics and Statistics;2023-07-14
3. Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth;Sustainability;2023-06-09
4. Statistical Arbitrage and Price Discovery: An Intraday High-Frequency Data Analysis on Cross-Listed Stocks;2023
5. Causality between Arbitrage and Liquidity in Platinum Futures;Journal of Risk and Financial Management;2022-12-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3