مرکز منطقه ای اطلاع رساني علوم و فناوري - Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information

Title of article :

Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information

Author/Authors :

Kalok Chan، نويسنده , , Mark Chockalingam، نويسنده , , Kent W. L. Lai، نويسنده ,

Pages :

From page :

495

To page :

509

Keywords :

market microstructure , Intraday volatility , Multiple-market trading

Journal title :

Astroparticle Physics

Record number :

230756

Link To Document :