Kingston, Ontario K7L 3N6
Smith School of Business, Queen's University
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International finance, multi-market trading, cross-listed stocks, arbitrage
Multi-market trading, Idiosyncratic risk, limits to arbitrage, Information, Volume, Comovements, Spillovers, International finance
Information, Volume, Comovements, Spillovers, Cross-listed stocks, International finance, Multi-market trading, American Depositary Receipts
Short sale restrictions; Cross-listed stocks; Market efficiency; Limits to arbitrage; Location of trading; Ownership concentration
Information, Volume, Volume-return relation, Information asymmetry, International finance, International markets
Multi-market trading, Cross-listed stocks, Regulatory change
Multi-market trading; cross-listed stocks; class action lawsuits; spillovers
Hedging, GARCH, portfolio effects, risk-minimization, covariance
Single stock futures; Short sale constraints; Overpricing; Market efficiency
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
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Dynamic hedging, hedging, risk-minimizing hedge, stock index, GARCH, futures
hedging, cross-hedging, derivatives, futures, bond futures, international finance, cross-border, Canada, U.S.
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