Browsing Open Research by Author "Tourani, A"

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Crossing the Tasman: determinants of price discovery for Australia-New Zealand cross-listed shares

Gilbert, A; Frijns, B; Tourani, A (Institute of Global Finance, Australian School of Business, 2013)

Price discovery is the process by which markets incorporate new information. In this study, we investigate the price discovery for 19 stocks cross-listed on the NZX and the ASX between 1998 and 2012. We observe strong ...