Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets
We investigate how idiosyncratic and systematic effects impact the volatility risk of U.K. cross-listed stocks. Under the hypothesis that more stock followers enhance information effects on volatility, we examine whether variation in volatility of a cross-listed stock has in a bivariate setting two...
محفوظ في:
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| مؤلفون آخرون: | |
| التنسيق: | article |
| منشور في: |
2014
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| الوصول للمادة أونلاين: | http://hdl.handle.net/10725/4948 http://dx.doi.org/10.1016/j.intfin.2014.08.005 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.sciencedirect.com/science/article/pii/S1042443114001097 |
| الوسوم: |
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