Synapse
⌘+K
Synapse
PulseExploreClubsResearchersJournals
Instagram
HomeClubsExplore
March 24, 2007Journal of Business and Economic Statistics

Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods

View Full Paper
Ask AI
Bookmark
Share

Authors

AMAlbert J. MenkveldSKSiem Jan KoopmanALAndré Lucas

Discussion

Loading...

Member takes

Overview

Key Points

Key points are not available for this paper at this time.

Cite This Study

Menkveld et al. (2007) studied this question.

synapsesocial.com/papers/6a843064cdf3a848bdbd86d3https://doi.org/10.1198/073500106000000594
View Full Paper
Ask AI
Bookmark
Share

Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1Trading Mechanisms and Stock Returns: An Empirical Investigation1987 · 192 citations
  2. 2Price Discovery and Trading After Hours2003 · 439 citations
  3. 3Stealth trading and volatility1993 · 1,017 citations
  4. 4Imperfect Competition in a Multi-Security Market with Risk Neutrality1994 · 146 citations
  5. 5Multimarket Trading and Market Liquidity1991 · 634 citations