Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects

Joachim Grammig (), Michael Melvin and Christian Schlag

Journal of Empirical Finance, 2005, vol. 12, issue 1, 139-164

Date: 2005
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Working Paper: Internationally Cross-Listed Stock Prices During Overlapping Trading Hours: Price Discovery and Exchange Rate Effects (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164

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