Chen, JingDong, YizheHou, WenxuanMcMillan, David G.2018-09-142018-09-142018-03Chen, 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.2017.09.0181042-4431http://hdl.handle.net/2164/11106We 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.212016228engFeedback tradingHigh-frequency tradingCross-listingSpilloverVolatilityLiquidityHG FinanceHGJournal article10.1016/j.intfin.2017.09.01853