Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125474503> ?p ?o ?g. }
- W3125474503 endingPage "986" @default.
- W3125474503 startingPage "953" @default.
- W3125474503 abstract "Abstract We investigate the joint dynamics of returns and trading volume of 556 foreign stocks cross-listed on U.S. markets. Heterogeneous-agent trading models rationalize how trading volume reflects the quality of traders’ information signals and how it helps to disentangle whether returns are associated with portfolio-rebalancing trades or information-motivated trades. Based on these models, we hypothesize that returns in the home (U.S.) market on high-volume days are more likely to continue to spill over into the U.S. (home) market for those cross-listed stocks subject to the risk of greater informed trading. Our empirical evidence provides support for these predictions, which confirms the link between information, trading volume, and international stock return comovements that has eluded previous empirical investigations." @default.
- W3125474503 created "2021-02-01" @default.
- W3125474503 creator A5051461538 @default.
- W3125474503 creator A5079349233 @default.
- W3125474503 date "2009-08-01" @default.
- W3125474503 modified "2023-09-26" @default.
- W3125474503 title "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks" @default.
- W3125474503 cites W1558611315 @default.
- W3125474503 cites W1961734499 @default.
- W3125474503 cites W1965058837 @default.
- W3125474503 cites W1966179084 @default.
- W3125474503 cites W1975201751 @default.
- W3125474503 cites W1979387466 @default.
- W3125474503 cites W1985181225 @default.
- W3125474503 cites W1988843954 @default.
- W3125474503 cites W1993981983 @default.
- W3125474503 cites W1995680252 @default.
- W3125474503 cites W1995905077 @default.
- W3125474503 cites W2003983197 @default.
- W3125474503 cites W2006681979 @default.
- W3125474503 cites W2011263548 @default.
- W3125474503 cites W2014824192 @default.
- W3125474503 cites W2023916452 @default.
- W3125474503 cites W2028738662 @default.
- W3125474503 cites W2031796872 @default.
- W3125474503 cites W2034033306 @default.
- W3125474503 cites W2039128645 @default.
- W3125474503 cites W2039682891 @default.
- W3125474503 cites W2045074270 @default.
- W3125474503 cites W2047485150 @default.
- W3125474503 cites W2049066855 @default.
- W3125474503 cites W2054255599 @default.
- W3125474503 cites W2056544575 @default.
- W3125474503 cites W2066218565 @default.
- W3125474503 cites W2066580768 @default.
- W3125474503 cites W2081085020 @default.
- W3125474503 cites W2094392844 @default.
- W3125474503 cites W2101194190 @default.
- W3125474503 cites W2104795328 @default.
- W3125474503 cites W2116399596 @default.
- W3125474503 cites W2118226002 @default.
- W3125474503 cites W2121029606 @default.
- W3125474503 cites W2127223208 @default.
- W3125474503 cites W2128965010 @default.
- W3125474503 cites W2131675768 @default.
- W3125474503 cites W2132874737 @default.
- W3125474503 cites W2139080644 @default.
- W3125474503 cites W2142848922 @default.
- W3125474503 cites W2146246112 @default.
- W3125474503 cites W2149908462 @default.
- W3125474503 cites W2153146814 @default.
- W3125474503 cites W2165714389 @default.
- W3125474503 cites W2177623288 @default.
- W3125474503 cites W3023758731 @default.
- W3125474503 cites W3121401171 @default.
- W3125474503 cites W3121502928 @default.
- W3125474503 cites W3121630491 @default.
- W3125474503 cites W3121759882 @default.
- W3125474503 cites W3123068586 @default.
- W3125474503 cites W3123129688 @default.
- W3125474503 cites W3123226880 @default.
- W3125474503 cites W3123774674 @default.
- W3125474503 cites W3123852583 @default.
- W3125474503 cites W3124640994 @default.
- W3125474503 cites W3124677946 @default.
- W3125474503 cites W3125453952 @default.
- W3125474503 cites W3125458329 @default.
- W3125474503 cites W3125896384 @default.
- W3125474503 cites W3126146309 @default.
- W3125474503 cites W4242129407 @default.
- W3125474503 cites W4300567850 @default.
- W3125474503 doi "https://doi.org/10.1017/s0022109009990196" @default.
- W3125474503 hasPublicationYear "2009" @default.
- W3125474503 type Work @default.
- W3125474503 sameAs 3125474503 @default.
- W3125474503 citedByCount "73" @default.
- W3125474503 countsByYear W31254745032012 @default.
- W3125474503 countsByYear W31254745032013 @default.
- W3125474503 countsByYear W31254745032014 @default.
- W3125474503 countsByYear W31254745032015 @default.
- W3125474503 countsByYear W31254745032016 @default.
- W3125474503 countsByYear W31254745032017 @default.
- W3125474503 countsByYear W31254745032018 @default.
- W3125474503 countsByYear W31254745032019 @default.
- W3125474503 countsByYear W31254745032020 @default.
- W3125474503 countsByYear W31254745032021 @default.
- W3125474503 countsByYear W31254745032022 @default.
- W3125474503 countsByYear W31254745032023 @default.
- W3125474503 crossrefType "journal-article" @default.
- W3125474503 hasAuthorship W3125474503A5051461538 @default.
- W3125474503 hasAuthorship W3125474503A5079349233 @default.
- W3125474503 hasConcept C106159729 @default.
- W3125474503 hasConcept C111472728 @default.
- W3125474503 hasConcept C121332964 @default.
- W3125474503 hasConcept C127413603 @default.
- W3125474503 hasConcept C131562839 @default.
- W3125474503 hasConcept C138885662 @default.
- W3125474503 hasConcept C144133560 @default.