Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London

B-Tier

Journal: Journal of International Money and Finance

Year: 2007

Volume: 26

Issue: 1

Pages: 46-63

Authors (3)

Agarwal, Sumit (National University of Singapo...) Liu, Chunlin (not in RePEc) Rhee, S. Ghon (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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