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Mispricing of dual-class shares: Profit opportunities, arbitrage, and trading

Citations

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Cited by:

  1. Baoqiang Zhan & Shu Zhang & Helen S. Du & Xiaoguang Yang, 2022. "Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 861-882, October.
  2. Eunju Lee, 2016. "Short selling and market mispricing," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 797-833, October.
  3. Ghadhab, Imen, 2018. "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, vol. 46(C), pages 1-10.
  4. Kim, Soohyung, 2023. "Dual-class share structure and firm risks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  5. Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017. "Toxic Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1053-1094.
  6. Yang, Yang & Wang, Guojing & Yao, Jing, 2024. "Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks," Insurance: Mathematics and Economics, Elsevier, vol. 114(C), pages 79-107.
  7. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
  8. Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
  9. Qin Wang & Hsiao-Fen Yang, 2015. "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, vol. 44(4), pages 669-700, May.
  10. Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
  11. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3486-3498.
  12. Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin, 2023. "The Term Structure of Equity Risk Premia: Levered Noise and New Estimates," Review of Finance, European Finance Association, vol. 27(4), pages 1155-1182.
  13. Ghadhab, Imen & Hellara, Slaheddine, 2015. "The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks," Journal of Multinational Financial Management, Elsevier, vol. 31(C), pages 126-145.
  14. Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1258-1276.
  15. Heejin Yang & Doowon Ryu, 2021. "Investor Sentiment and Price Discrepancies between Common and Preferred Stocks in Korea," Sustainability, MDPI, vol. 13(10), pages 1-11, May.
  16. Docherty, Paul & Easton, Steve & Pinder, Sean, 2021. "Flights-to-control: Time variation in the value of a vote," Journal of Corporate Finance, Elsevier, vol. 66(C).
  17. Giannetti, Mariassunta & Braggion, Fabio, 2013. "Public Debate and Stock Prices: Evidence from the Voting Premium," CEPR Discussion Papers 9619, C.E.P.R. Discussion Papers.
  18. Rösch, Dominik, 2021. "The impact of arbitrage on market liquidity," Journal of Financial Economics, Elsevier, vol. 142(1), pages 195-213.
  19. Leonce Bargeron & Michael Farrell, 2021. "The Price Effect of Stock Repurchases: Evidence from Dual Class Firms," Management Science, INFORMS, vol. 67(10), pages 6568-6580, October.
  20. Jordan, Bradford D. & Kim, Soohyung & Liu, Mark H., 2016. "Growth opportunities, short-term market pressure, and dual-class share structure," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 304-328.
  21. Jordan, Bradford D. & Liu, Mark H. & Wu, Qun, 2014. "Corporate payout policy in dual-class firms," Journal of Corporate Finance, Elsevier, vol. 26(C), pages 1-19.
  22. Bassiouny, Aliaa & Tooma, Eskandar, 2021. "Intraday indirect arbitrage between European index ETFs," International Review of Financial Analysis, Elsevier, vol. 75(C).
  23. Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo, 2012. "Are there arbitrage gaps in the UK gilt strips market?," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3080-3090.
  24. Chin‐Ho Chen & Junmao Chiu & Huimin Chung, 2020. "Arbitrage opportunities, liquidity provision, and trader types in an index option market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(3), pages 279-307, March.
  25. Oksana Kim, 2016. "Market Efficiency and Arbitrage Opportunities for Russian Depositary Receipts Cross-Listed on the London Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-36, June.
  26. Kentaro Iwatsubo & Clinton Watkins, 2022. "Causality between Arbitrage and Liquidity in Platinum Futures," JRFM, MDPI, vol. 15(12), pages 1-17, December.
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