Reference health
Price Discovery of Internationally Cross-Listed Stocks During the 2008 Financial Crisis
40/40 checkable references clean · checked 2026-08-21
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 40 checked references that resolve
resolves10.1111/j.1475-6803.2011.01298.x
THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS
resolves10.1111/j.1540-6261.2008.01313.x
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
resolves10.1016/j.jempfin.2012.01.001
Does information vault Niagara Falls? Cross-listed trading in New York and Toronto
resolves10.1016/j.jimonfin.2012.06.005
How smooth is price discovery? Evidence from cross-listed stock trading
resolves10.1016/s1042-444x(99)00005-5
An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore
resolves10.1111/1540-6261.00537
Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
resolves10.1111/0022-1082.00134
The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States
resolves10.1016/j.jbankfin.2009.08.014
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand
resolves10.1111/fima.12073
Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross‐Listed Stocks
resolves10.1080/07350015.1995.10524576
Estimation of Common Long-Memory Components in Cointegrated Systems
resolves10.1016/j.jempfin.2003.10.004
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
resolves10.2307/2331277
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
resolves10.1016/S1386-4181(01)00017-9
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
resolves10.1111/j.1540-6261.1995.tb04054.x
One Security, Many Markets: Determining the Contributions to Price Discovery
resolves10.2307/1927242
Two-Step Generalized Least Squares Estimators in Multi-Equation Generated Regressor Models
resolves10.1007/s10679-006-6980-8
The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom
resolves10.1016/j.ememar.2012.08.001
Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis
resolves10.1111/jfir.12098
LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES?
resolves10.1353/eco.2001.0014
The Role of American Depositary Receipts in the Development of Emerging Markets
resolves10.1016/j.jbankfin.2014.06.010
Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality
resolves10.2307/2328272
Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.1016/j.jeconbus.2009.07.004
In search of liquidity: The block broker's choice of where to trade cross-listed stocks
resolves10.1093/rfs/9.2.619
U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration
The 4 references without a DOI — listed, not checked
no DOI — not checkedDo international cross-listings still matter
no DOI — not checkedref18
no DOI — not checkedref38
no DOI — not checkedref40
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