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Exchange Listing And Stock Liquidity

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  • David A. Dubofsky
  • John C. Groth

Abstract

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Suggested Citation

  • David A. Dubofsky & John C. Groth, 1984. "Exchange Listing And Stock Liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 291-302, December.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:4:p:291-302
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00381.x
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    References listed on IDEAS

    as
    1. Reints, William W. & Vandenberg, Pieter A., 1975. "The Impact of Changes in Trading Location on a Security's Systematic Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 881-890, December.
    2. Edmister, Robert O & Subramanian, N, 1982. "Determinants of Brokerage Commission Rates for Institutional Investors: A Note," Journal of Finance, American Finance Association, vol. 37(4), pages 1087-1093, September.
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    Cited by:

    1. Vayanos, Dimitri & Wang, Jiang, 2012. "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics 119044, London School of Economics and Political Science, LSE Library.
    2. Michel Dubois & Cem Ertur, 1997. "The cost of equity and exchange listing evidence from the French stock market," Working Papers hal-01527157, HAL.
    3. Frino, Alex & Gerace, Dionigi & Lepone, Andrew, 2008. "Liquidity in auction and specialist market structures: Evidence from the Italian bourse," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2581-2588, December.
    4. Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1289-1361, Elsevier.
    5. Andy C.N. Kan, 2004. "Resiliency Ability of the Underlying Spot Market after the Introduction of Index Futures Contracts: Evidence from Hong Kong," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 269-283, December.

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