Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market
Số trang: 22
Loại file: pdf
Dung lượng: 318.94 KB
Lượt xem: 10
Lượt tải: 0
Xem trước 3 trang đầu tiên của tài liệu này:
Thông tin tài liệu:
Past evidence show that the impact of cross-listings in foreign markets on the volatility and liquidity of shares in domestic market depends the market transparency (or informational linkage between markets) and the effect of order flow migration from domestic market. Listed companies in Mainland China can issue two different classes of stocks.
Nội dung trích xuất từ tài liệu:
Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market
Nội dung trích xuất từ tài liệu:
Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market
Tìm kiếm theo từ khóa liên quan:
Cross-listing Market segmentation Chinese stock markets Perfectly segmented market Volatility and liquidityGợi ý tài liệu liên quan:
-
Lecture Principles of Marketing: Chapter 7
35 trang 214 0 0 -
Principles of marketing: Lecture 23
63 trang 43 0 0 -
64 trang 37 0 0
-
Principles of marketing: Lecture 18
41 trang 35 0 0 -
Ebook Consumer psychology of tourism, hospitality and leisure (Volume 3): Part 2
144 trang 32 0 0 -
Ebook Front office: Operations and management - Part 1 - Ahmed Ismail
148 trang 28 0 0 -
Ebook Strategic Marketing Planning: Part 2
410 trang 28 0 0 -
151 trang 26 0 0
-
Lecture Principles of Marketing - Chapter 6: Segmentation, targeting, and positioning
32 trang 24 0 0 -
Bài thuyết trình: Hotel revenue management (Quản trị khách sạn)
55 trang 22 0 0