tailieunhanh - Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market

Past evidence show that the impact of cross-listings in foreign markets on the volatility and liquidity of shares in domestic market depends the market transparency (or informational linkage between markets) and the effect of order flow migration from domestic market. Listed companies in Mainland China can issue two different classes of stocks. | Cross-listing, volatility and liquidity: Evidence from a perfectly segmented market