Admati, A., and P. Pfleiderer. 1988. A Theory of Intraday Patterns: Volume and Price Variability. Review of Financial Studies 1(1):3-40.
Bacidore, J., and G. Sorianos. 2002. Liquidity Provision and Specialist Trading in.NYSE-Li.sted Non-U.S. Stocks. Journal of Financial Economics 63:133-58.
Bailey, W., G. A. Karolyi, and C. Salva. 2006. The Economic Consequences of Increased Disclosure: Evidence from International Cross-Listings. Journal of Financial Economics 81:175-213.
Baker, H. K., J. R. Nofsinger, and D. G. Weaver. 2002. International Cross-Listing and Visibility. Journal of Financial and Quantitative Analysis 37(3):495-521.
Baltagi, B. H. 2001 Econometric Analysis of Panel Data, New York: Wiley.
Baltagi, B. H., and P. X. Wu. 1999. Unequally Spaced Panel. Data Regressions with AR(1) Disturbances. Econometric Theory 15:814-23.
Baruch, S., A. Karolyi, and M. L. Lemmon. 2007. Multi-market Trading and Liquidity: Theory and Evidence. Working Paper, University of Utah. Journal of Finance 62(5):2169-2200.
Beck, T., A. Demirgilc-Kunt, and R. Levine. 2000. A New Database on Financial Development and Structure. World Bank Economic Review 14:597-605.
Bhattacharya, U., and H. Daouk. 2002. The World Price of Insider Trading. Journal of Finance 57:75-108.
Brennan, M. J., H.H. Cao, N. Strong, and X. Xu. 2005. The Dynamics of International Equity Market Expectations. Journal of Financial Economics 77:257-88.
Breusch, T. S., and A. R. Pagan. 1980. The Lagrange Multiplier Test and Its Applications to Model Specification in. Econometrics. Review of Economic Studies 47:239-53.
Chowdhry, B., and V. Nanda. 199.1. Multimarket Trading and Market. Liquidity. Review of Financial Studies 4(3):483-511.
Coval, J., and T. J. Moskowitz. 1999. Home Bias at Home: Local Equity Preference in Domestic Portfolios. Journal of Finance 54:2045-73.
Davis, J., and J. V. Henderson. 2004. The Agglomeration of Headquarters. Working Paper, Brown University.
Djankov, S., R. La Porta, F. Lopez-de-Silanes, and A. Shleifer. 2006. The Law and Economics of Self-Dealing. Working Paper, Harvard University; forthcoming in Journal of Financial Economics.
Doidge, C., G. A. Karolyi, and R. Stulz. 2004. Why Are Foreign Firms That Are Listed in the U.S. Worth More? Journal of Financial Economics 71:205-38.
Domowitz, I., J. Glen, and A. Madhavan. 1998. International Cross-listing and Order Flow Migration: Evidence from an Emerging Market." Journal of Finance 53:2001-27.
Domowitz, I., J. Glen, and A. Madhavan. 2001, Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time. International Finance 4(2):221-55.
Eun, C. S., and S. Sabherwal. 2003. Cross-Border Listing and Price Discovery: Evidence from U.S.-Listed Canadian Stocks. Journal of Finance 58(2):549-75.
Fernandes, N., and M. A. Ferreira. 2005. Does International Cross-Listing Improve the Information Environment? Working Paper, Universidade Catolica Portuguesa: forthcoming in the Journal of Financial Economics.
Fernandes, N., and M. A. Ferreira. 2006. Insider Trading Laws and Stock Price Informativeness. Working Paper, Universidade Catolica Portuguesa; forthcoming in Review of Financial Studies.
Foerster, S. R., and G. A. Karolyi. 1998. Multimarket Trading and Liquidity: A Transactions Data Analysis of Canada-U.S. Interlistings. Journal of International Financial Markets, Institutions, and Money 8:393-412.
Grammig, J., M. Melvin, and C. Schlag. 2005. The Role of U.S. Trading in Pricing Internationally Cross-Listed Stocks. Working Paper, University of Tuebingen.
Grinblatt, M., and M. Keloharju. 1999. The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set. Journal of Financial Economics 55:43-67.
Hargis, K. 1998. Do Foreign Investors Stimulate or Inhibit Stock Market Development in. Latin America? Quarterly Review of Economics and Finance 38:303-18.
Hargis, K., and P. Ramanlal. 1998. When Does Internationalization Enhance the Development, of Domestic Stock Markets? Journal of Financial Intermediation 7:263-92.
Hau, H. 2001. Location Matters: An Examination of Trading Profits. Journal of Finance 56(5): 1959-83.
Ivkovlc, Z., and S. Welsbenner. 2005. Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments. Journal of Finance 60(1):267-306.
Kang, J., and R. Stulz. 1997. Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan. Journal of Financial Economics 46:3-28.
Karolyi, G. A. 1998. Why Do Companies List Shares Abroad? A Survey of the Evidence and Its Managerial Implications. Financial Markets, Institutions and Instruments Vol. 7: New York University Salomon Center.
Karolyi, G. A. 2004. The Role of American. Depositary Receipts in the Development of Emerging Markets. Review of Economics and Statistics 86(3):670-90.
Karolyi, G. A. 2006. The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom. Review of Finance 10(1):99-152.
Lang, M. H., K. V. Lins, and D. P. Miller. 2003. ADRs, Analysts and Accuracy: Does Cross-Listing in the U.S. Improve a Firm's Information Environment and Increase Market Value? Journal of Accounting Research 41(2):317-45.
Lang, M. H., K. V. Lins, and D. P. Miller. 2004. Concentrated Control, Analyst Following, and Valuation: Do Analysts Matter Most. When Investors Are Protected Least? Journal of Accounting Reseaivh 42(3) :589-623.
La Porta, R., F. Lopez-de-Silanes, A. Shleifer, and R. Vishny. 1998. Legal Determinants of External Finance." Journal of Finance 52(3):1131-50.
Levine, R., and S. L. Schmukler. 2006. Internationalization and Stock Market Liquidity. Review of Finance 10(l):153-87.
Lowengrub, P., and M. Melvin. 2002. Before and After International Cross-listing: An Intraday Examination of Volume and Volatility. Journal of International Financial Markets, Institutions, and Money 12:139-55.
Malloy, C. J. 2005. The Geography of Equity Analysis. Journal of Finance 60(2):719-55.
Menkveld, A. J. 2007. Splitting Orders in Overlapping Markets: A Study of Cross-Listed Stocks. Working Paper, Vrije Universiteit Amsterdam; forthcoming in Journal of Financial Intermediation.
Mellon, R. C. 1987. A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance 42(3):483-510.
Pagano, M. 1989. Trading Volume and Asset Liquidity." Quarterly Journal of Economics 104(2):255-74.
Pagano, M., A. A. Röell, and J. Zechner. 2002. The Geography of Equity Listing: Why Do Companies List Abroad? Journal of Finance 57(6) :2651-94.
Pirinsky, C., and Q. Wang. 2006. Does Corporate Headquarters Location Matter for Stock Returns? Working Paper, Texas A&M University. Journal of Finance 61(4):1991-2015.
Pulatkonak, M., and G. Sorianos. 1999. The Distribution of Global Trading in NYSE-Listed Non-U.S. Stocks. NYSE Working Paper 99-03.
Reese, W. A. J., and M. S. Weisbach. 2002. Protection of Minority Shareholder Interests, Cross-Listings in the United States, and Subsequent Equity Offerings. Journal of Financial Economics 66:65-104.
Sarkissian, S., and M. J. Schill. 2004. The Overseas Listing Decision: New Evidence of Proximity Preference." Review of Financial Studies 17:769-809.
Saudagaran, S. M. 1988. An Empirical Study of Selected Factors Influencing the Decision to List on Foreign Stock Exchanges. Journal of International Business Studies 19(1):101-27.
Shleifer, A., and R. W. Vishny. 1997. A Survey of Corporate Governance. Journal of Finance 52(2):737-83.
Tribukait- Vasconcelos, H. 2005. Cross-Country Evidence of the Impact of ADRs and Institutions on Stock Price Behavior. Working Paper, Cornerstone Research.
Zingales, L. 2006. Is the U.S. Capital Market Losing its Competitive Edge? Working Paper, University of Chicago; forthcoming in Journal of Economic Perspectives.