文章基本信息

标题：The Impact of Foreign Cross-Listings on Asymmetric Spillovers in Brussels Stock Exchange
本地全文：下载
作者：Nicholas Papasyriopoulos ; Constantinos Katrakilidis ; Athanasios Koulakiotis 等
期刊名称：Investment Management & Financial Innovations
印刷版ISSN：1810-4967
电子版ISSN：1812-9358
出版年度：2006
卷号：3
期号：1
页码：89-96
语种：English
出版社：LLC “Consulting Publishing Company “Business Perspectives”
摘要：This paper develops the approach suggested by Howe,Madura and Tucker(1993)to examine the impact of cross-listings on stock price volatility in Brussels.In general,bad news on and around Friday listings appears to be the most prevalent for laxer shareholder protection rules of regulatory environments.
关键词：GARCH;cross-listings;day of the week effects;regulatory differences.