2018•International Review of Financial AnalysisRequires access

The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares

Bart Frijns, Ivan Indriawan, Alireza Tourani‐Rad

Open publisher page 32 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 32 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Price discovery, Market liquidity, Dominance (genetics), Financial economics, Economics, Monetary economics, Vector autoregression, Trading strategy

Back to paper search Browse research topics Original source

The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares — Research Paper | ScholarLens