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The intraday price behaviour of Australian and New Zealand cross-listed stocks

, и . International Review of Financial Analysis, 15 (4-5): 377--397 (2006)

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Albert Kalev

Petko Andreev

Kiril Kalev

Kalev Kruup

Petko Jankoff

 

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Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms, , и . Journal of Banking & Finance, 27 (5): 919--947 (мая 2003)Public information arrival and volatility of intraday stock returns, , , и . Journal of Banking & Finance, 28 (6): 1441--1467 (июня 2004)The intraday price behaviour of Australian and New Zealand cross-listed stocks, и . International Review of Financial Analysis, 15 (4-5): 377--397 (2006)The Samuelson hypothesis in futures markets: An analysis using intraday data, и . Journal of Banking & Finance, 32 (4): 489--500 (апреля 2008)Short-term contrarian investing--is it profitable?: ... Yes and No, , , и . Journal of Multinational Financial Management, 13 (4-5): 385--404 (декабря 2003)