Browsing Open Research by Author "Indriawan, I"

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Macroeconomic news announcements and price discovery: evidence from Canadian-U.S. cross-listed firms

Frijns, BPM; Indriawan, I; Tourani-Rad, A (Elsevier, 2014)

This study employs macroeconomic news announcements as a proxy for new information arrivals and examines their impact on price discovery. We compare the price discovery of 38 Canadian companies listed on the Toronto Stock ...