Does feedback trading drive returns of cross-listed shares?
| dc.contributor.author | Chen, Jing | |
| dc.contributor.author | Dong, Yizhe | |
| dc.contributor.author | Hou, Wenxuan | |
| dc.contributor.author | McMillan, David G. | |
| dc.contributor.institution | University of Aberdeen.Finance | en |
| dc.date.accessioned | 2018-09-14T23:06:24Z | |
| dc.date.available | 2018-09-14T23:06:24Z | |
| dc.date.embargoedUntil | 2018-09-15 | |
| dc.date.issued | 2018-03 | |
| dc.description | We thank the Editor, Jonathan Batten, the Guest Editors, Gady Jacoby and Zhenyu Wu, two anonymous referees for their useful comments and suggestions. This paper was presented at the 2016 Cross Country Perspectives of Finance conferences held in Taiyuan and Pu’er, China. We also thank discussants and participants at the special issue conferences for their suggestions. | en |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 21 | |
| dc.format.extent | 2016228 | |
| dc.identifier | 101697095 | |
| dc.identifier | 659a3a2e-b6ab-4677-890d-f4648c179005 | |
| dc.identifier | 85032210028 | |
| dc.identifier.citation | Chen, J, Dong, Y, Hou, W & McMillan, D G 2018, 'Does feedback trading drive returns of cross-listed shares?', Journal of International Financial Markets, Institutions and Money, vol. 53, pp. 179-199. https://doi.org/10.1016/j.intfin.2017.09.018 | en |
| dc.identifier.doi | 10.1016/j.intfin.2017.09.018 | |
| dc.identifier.issn | 1042-4431 | |
| dc.identifier.uri | http://hdl.handle.net/2164/11106 | |
| dc.identifier.vol | 53 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Journal of International Financial Markets, Institutions and Money | en |
| dc.subject | Feedback trading | en |
| dc.subject | High-frequency trading | en |
| dc.subject | Cross-listing | en |
| dc.subject | Spillover | en |
| dc.subject | Volatility | en |
| dc.subject | Liquidity | en |
| dc.subject | HG Finance | en |
| dc.subject.lcc | HG | en |
| dc.title | Does feedback trading drive returns of cross-listed shares? | en |
| dc.type | Journal article | en |