Information, trading and stock returns: Lessons from dually-listed securities-Reference-Cited by-同舟云学术

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Information, trading and stock returns: Lessons from dually-listed securities

Published:1996-08 Issue:7 Volume:20 Page:1161-1187
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Chan K.C.,Fong Wai-Ming,Kho Bong-Chan,Stulz RenéM.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference19 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;The Review of Financial Studies,1988

2. Efficiency and trading: Evidence from the Japanese stock market;Amihud;The Journal of Finance,1991

3. Private information, trading volume, and stock return variances;Barclay;The Review of Financial Studies,1990

4. Volatility, trading mechanisms and international cross-listing;Foster,1992

5. Variations in trading volume, return volatility and trading costs: Evidence on recent price formation models;Foster;The Journal of Finance,1993

Cited by 72 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. Overnight Returns, Limited Attention, and Labor Productivity;2024

2. Overnight Returns, Limited Attention, and Labor Productivity;2024

3. Option pricing with overnight and intraday volatility;Journal of Futures Markets;2023-07-10

4. Return–volume nexus in financial markets: A survey of research;Research in International Business and Finance;2023-04

5. Distracted by the Stock Market: Stock Market Overnight Returns and Worker Productivity;2023

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