03-037/2 - Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence

• Authors
  Albert J. Menkveld, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Siem Jan Koopman, Econometrics and Operational Research, FEWEB, Vrije Universiteit Amsterdam; André Lucas, Financing and Business Management for the Financial Sector, FEWEB, Vrije Universiteit Amsterdam
• Publication date
  May 23, 2003

• Keywords
  price discovery; cross-list; round-the-clock; 24-hour; ADR; international.
• JEL
  G1; G15; G14.