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Does feedback trading drive returns of cross-listed shares?

dc.contributor.authorChen, Jing
dc.contributor.authorDong, Yizhe
dc.contributor.authorHou, Wenxuan
dc.contributor.authorMcMillan, David G.
dc.date.accessioned2018-09-14T23:06:24Z
dc.date.available2018-09-14T23:06:24Z
dc.date.issued2018-03
dc.identifier.citationChen , 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.2017.09.018en
dc.identifier.issn1042-4431
dc.identifier.otherPURE: 101697095
dc.identifier.otherPURE UUID: 659a3a2e-b6ab-4677-890d-f4648c179005
dc.identifier.otherScopus: 85032210028
dc.identifier.urihttp://hdl.handle.net/2164/11106
dc.descriptionWe 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.format.extent21
dc.language.isoeng
dc.relation.ispartofJournal of International Financial Markets, Institutions and Moneyen
dc.rights© 2017. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.subjectFeedback tradingen
dc.subjectHigh-frequency tradingen
dc.subjectCross-listingen
dc.subjectSpilloveren
dc.subjectVolatilityen
dc.subjectLiquidityen
dc.subjectHG Financeen
dc.subject.lccHGen
dc.titleDoes feedback trading drive returns of cross-listed shares?en
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.intfin.2017.09.018
dc.date.embargoedUntil2018-09-15


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