The value of information in cross-listing

B-Tier
Journal: Journal of Corporate Finance
Year: 2012
Volume: 18
Issue: 2
Pages: 207-220

Authors (4)

Bris, Arturo (not in RePEc) Cantale, Salvatore (not in RePEc) Hrnjić, Emir (not in RePEc) Nishiotis, George P.

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Until 2004, the London Stock Exchange allowed firms to be traded in the specialized SEAQ-I platform without the firm's involvement. Trading only required an application by one LSE trading member firm. Such an institutional arrangement, which made cross-listings possible without a firms' approval, allows for a direct test of different theories of foreign listing. In particular, we can differentiate between market segmentation and liquidity hypotheses, which rely on a firm trading in a foreign exchange and informational hypotheses, which assume that a firm makes the decision to trade in a foreign exchange. We identify a sample of international firms that are admitted to trading on London's SEAQ-I platform without their involvement. We estimate the valuation effects of this multi-market trading event and compare them to those enjoyed by firms that pursue a standard London Stock Exchange cross-listing. A cross-sectional abnormal returns analysis documents significant evidence in support of information-related hypotheses of cross-listing. An analysis of the firms' home market price volatility corroborates the results.

Technical Details

RePEc Handle
repec:eee:corfin:v:18:y:2012:i:2:p:207-220
Journal Field
Finance
Author Count
4
Added to Database
2026-01-26