International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

1984 • 2,564 citations

Estimation of the Bid–Ask Spread and Its Components: A New Approach

1991 • 630 citations

Integration vs. Segmentation in the Canadian Stock Market

1986 • 436 citations

Consolidation, Fragmentation, and the Disclosure of Trading Information

1995 • 369 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

International Listings and Stock Returns: Some Empirical Evidence

1988 • 347 citations

Asset Pricing and Dual Listing on Foreign Capital Markets: A Note

1987 • 321 citations

Market Segmentation and Stock Prices: Evidence from an Emerging Market

1997 • 316 citations

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

1995 • 275 citations

U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration

1996 • 266 citations

Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence

1995 • 264 citations

International Listings of Stocks: The Case of Canada and the U.S.

1993 • 248 citations

The impact of international cross listings on risk and return

1993 • 220 citations

Modelling Nonlinear Relationships between Extended-Memory Variables

1995 • 152 citations

Multimarket Trading and Liquidity: A Transaction Data Analysis of Canada U.S. Interlistings

1998 • 111 citations

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

1996 • 108 citations

What Happens to Stocks that List Shares Abroad? A Survey of the Evidence and its Managerial Implications

1997 • 52 citations

International listings and risk

1993 • 37 citations

The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US

1996 • 34 citations

Pricing Errors at the NYSE Open and Close: Evidence from Internationally Cross-Listed Stocks

1996 • 27 citations

Continuations, Reversals, and Adverse Selection on the NASDAQ and NYSE/AMEX

1995 • 8 citations