TRANSATLANTIC CAPITAL MARKET PRICE DISCOVERY DURING A FINANCIAL CRISIS

被引：1

作者：

Hoag, Christopher ^{[2
]}

Norman, Stephen ^{[1
]}

机构：

[1] Univ Washington, Tacoma, WA 98402 USA

[2] Trinity Coll, Hartford, CT 06106 USA

来源：

BULLETIN OF ECONOMIC RESEARCH | 2013年 / 65卷 / 01期

关键词：

cross-listings; financial crisis; information shares; G14; G15; N20; SECURITY; MODELS;

D O I：

10.1111/j.1467-8586.2012.00452.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Previous results show relatively small amounts of time variation in the Hasbrouck (1995) information share across international markets. Using data from a security that was cross-listed on the New York and London Stock Exchanges in the 1860s, we find that the information share changes dramatically during a financial crisis that began in the foreign market.

引用

页码：1 / 9

页数：9

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