Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets
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DOI: 10.1016/j.econmod.2017.09.023
Abstract: This study provides evidence that international stock investors f transactions are a cause of stock market comovements. We analyze return and volatility spillovers between eight major stock markets and stocks cross-listed on an accessible market… read more here.
Keywords: market; stock market; international investors; cross listed ... See more keywords