Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019669008> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W2019669008 abstract "This paper uses daily returns on dual listed stocks traded on the Stock Exchange of Singapore (SES) to test the information-based hypothesis proposed by Longin [16]. The hypothesis is that the rate of information absorption in the conditional variance is faster for foreign shares (open to foreigners and locals) than for local shares (open to locals only). We test this hypothesis using a bivariate GARCH(1,1) model for 9 dual listed stocks over the period 1991–1996. The evidence indicates that the rate of information absorption is consistent with Longin's conjecture that the rate of information absorption varies inversely with the number of informed traders. The results also support previous U.S. evidence by Conrad, Gultekin and Kaul [7]. Our study suggests that in markets with foreign ownership restrictions, removing those restrictions is likely to improve both market efficiency and liquidity." @default.
- W2019669008 created "2016-06-24" @default.
- W2019669008 creator A5039522040 @default.
- W2019669008 creator A5054264785 @default.
- W2019669008 date "2000-04-01" @default.
- W2019669008 modified "2023-09-24" @default.
- W2019669008 title "ON THE RATE OF INFORMATION ABSORPTION IN THE CONDITIONAL VARIANCE OF SES DUAL LISTED STOCKS" @default.
- W2019669008 cites W1576326745 @default.
- W2019669008 cites W1963815804 @default.
- W2019669008 cites W1979575715 @default.
- W2019669008 cites W2050097912 @default.
- W2019669008 cites W2054477007 @default.
- W2019669008 cites W2055079382 @default.
- W2019669008 cites W2088514793 @default.
- W2019669008 cites W2098027073 @default.
- W2019669008 cites W2110752212 @default.
- W2019669008 cites W2157403008 @default.
- W2019669008 cites W4254257728 @default.
- W2019669008 doi "https://doi.org/10.1142/s0219024900000103" @default.
- W2019669008 hasPublicationYear "2000" @default.
- W2019669008 type Work @default.
- W2019669008 sameAs 2019669008 @default.
- W2019669008 citedByCount "2" @default.
- W2019669008 crossrefType "journal-article" @default.
- W2019669008 hasAuthorship W2019669008A5039522040 @default.
- W2019669008 hasAuthorship W2019669008A5054264785 @default.
- W2019669008 hasConcept C105795698 @default.
- W2019669008 hasConcept C106159729 @default.
- W2019669008 hasConcept C121955636 @default.
- W2019669008 hasConcept C124952713 @default.
- W2019669008 hasConcept C142362112 @default.
- W2019669008 hasConcept C149782125 @default.
- W2019669008 hasConcept C162324750 @default.
- W2019669008 hasConcept C166957645 @default.
- W2019669008 hasConcept C183582576 @default.
- W2019669008 hasConcept C196083921 @default.
- W2019669008 hasConcept C204036174 @default.
- W2019669008 hasConcept C205649164 @default.
- W2019669008 hasConcept C21430997 @default.
- W2019669008 hasConcept C23922673 @default.
- W2019669008 hasConcept C2780980858 @default.
- W2019669008 hasConcept C33923547 @default.
- W2019669008 hasConcept C556758197 @default.
- W2019669008 hasConcept C64341305 @default.
- W2019669008 hasConcept C91602232 @default.
- W2019669008 hasConceptScore W2019669008C105795698 @default.
- W2019669008 hasConceptScore W2019669008C106159729 @default.
- W2019669008 hasConceptScore W2019669008C121955636 @default.
- W2019669008 hasConceptScore W2019669008C124952713 @default.
- W2019669008 hasConceptScore W2019669008C142362112 @default.
- W2019669008 hasConceptScore W2019669008C149782125 @default.
- W2019669008 hasConceptScore W2019669008C162324750 @default.
- W2019669008 hasConceptScore W2019669008C166957645 @default.
- W2019669008 hasConceptScore W2019669008C183582576 @default.
- W2019669008 hasConceptScore W2019669008C196083921 @default.
- W2019669008 hasConceptScore W2019669008C204036174 @default.
- W2019669008 hasConceptScore W2019669008C205649164 @default.
- W2019669008 hasConceptScore W2019669008C21430997 @default.
- W2019669008 hasConceptScore W2019669008C23922673 @default.
- W2019669008 hasConceptScore W2019669008C2780980858 @default.
- W2019669008 hasConceptScore W2019669008C33923547 @default.
- W2019669008 hasConceptScore W2019669008C556758197 @default.
- W2019669008 hasConceptScore W2019669008C64341305 @default.
- W2019669008 hasConceptScore W2019669008C91602232 @default.
- W2019669008 hasLocation W20196690081 @default.
- W2019669008 hasOpenAccess W2019669008 @default.
- W2019669008 hasPrimaryLocation W20196690081 @default.
- W2019669008 hasRelatedWork W117857773 @default.
- W2019669008 hasRelatedWork W126209270 @default.
- W2019669008 hasRelatedWork W1502777435 @default.
- W2019669008 hasRelatedWork W1814508099 @default.
- W2019669008 hasRelatedWork W2017329423 @default.
- W2019669008 hasRelatedWork W2117039450 @default.
- W2019669008 hasRelatedWork W2122725459 @default.
- W2019669008 hasRelatedWork W2163141274 @default.
- W2019669008 hasRelatedWork W2166697274 @default.
- W2019669008 hasRelatedWork W2256259517 @default.
- W2019669008 hasRelatedWork W2261469559 @default.
- W2019669008 hasRelatedWork W2389407659 @default.
- W2019669008 hasRelatedWork W3010665873 @default.
- W2019669008 hasRelatedWork W3063723296 @default.
- W2019669008 hasRelatedWork W3123518332 @default.
- W2019669008 hasRelatedWork W3125376379 @default.
- W2019669008 hasRelatedWork W3153606084 @default.
- W2019669008 hasRelatedWork W3199032830 @default.
- W2019669008 hasRelatedWork W2163439846 @default.
- W2019669008 hasRelatedWork W2616435707 @default.
- W2019669008 isParatext "false" @default.
- W2019669008 isRetracted "false" @default.
- W2019669008 magId "2019669008" @default.
- W2019669008 workType "article" @default.