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

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Continuous Auctions and Insider Trading

1985 • 9,651 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

The Cost of Transacting

1968 • 1,909 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

A model of international asset pricing

1981 • 846 citations

Multimarket Trading and Market Liquidity

1991 • 634 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

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

1998 • 456 citations

Integration vs. Segmentation in the Canadian Stock Market

1986 • 436 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

Liquidity and Asset Prices: Financial Management Implications

1988 • 361 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

Trading patterns, bid-ask spreads, and estimated security returns

1989 • 309 citations

An Empirical Study of Selected Factors Influencing the Decision to List on Foreign Stock Exchanges

1988 • 270 citations

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

1996 • 266 citations

MARKET IMPERFECTIONS, CAPITAL MARKET EQUILIBRIUM AND CORPORATION FINANCE

1977 • 257 citations

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

1993 • 248 citations

Pacific-basin capital markets research

1990 • 240 citations

Consolidation, Fragmentation, and Market Performance

1987 • 229 citations

Market Structures and Liquidity: A Transactions Data Study of Exchange Listings

1994 • 220 citations

Managerial Perceptions of the Net Benefits of Foreign Listing: Canadian Evidence

1992 • 208 citations

Market Imperfections, Capital Market Equilibrium and Corporation Finance

1977 • 193 citations

Additional Evidence on Integration in the Canadian Stock Market

1992 • 166 citations

The Ex-Dividend Day Behavior of Canadian Stock Prices: Tax Changes and Clientele Effects

1984 • 142 citations

Testing for micro-structure effects of international dual listings using intraday data

1996 • 128 citations

Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange

1979 • 120 citations

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

1996 • 108 citations