Kingston, Ontario K7L 3N6
Queen's School of Business
in Total Papers Downloads
in Total Papers Citations
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
Derivatives; single stock futures; short sale constraints; overpricing; stock lending market; market efficiency
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fmii.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Dynamic hedging, hedging, risk-minimizing hedge, stock index, GARCH, futures
hedging, cross-hedging, derivatives, futures, bond futures, international finance, cross-border, Canada, U.S.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.704 seconds