Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/47037
DC FieldValueLanguage
dc.contributor.authorPascual Fuster, Bartoloméen_US
dc.contributor.authorPérez Rodríguez, Jorge Vicenteen_US
dc.date.accessioned2018-11-23T10:20:27Z-
dc.date.available2018-11-23T10:20:27Z-
dc.date.issued2007en_US
dc.identifier.issn0922-1425en_US
dc.identifier.urihttp://hdl.handle.net/10553/47037-
dc.description.abstractWe find empirical evidence suggesting that the volatility dynamics of Japanese firms cross-listed in the US is characterized as a Meteor Shower with Country-Specific News. Furthermore, we find differences in volatility dynamics depending on the international exposure of firms. These differences are consistent with a higher contribution of foreign traders (foreign markets) to the price discovery process of Japanese firms with higher international exposure, and with a news-correlated process for these firms. We also find weaker empirical evidence suggesting a higher contribution of Japanese traders to the price discovery process of Japanese firms with lower international exposure.en_US
dc.languageengen_US
dc.publisher0922-1425
dc.relation.ispartofJapan and the World Economyen_US
dc.sourceJapan and the World Economy[ISSN 0922-1425],v. 19, p. 303-328en_US
dc.subject5311 Organización y dirección de empresasen_US
dc.subject.otherCross listing firmsen_US
dc.titleVolatility transmission for cross-listed firms and the role of international exposureen_US
dc.typeinfo:eu-repo/semantics/Articlees
dc.typeArticlees
dc.identifier.doi10.1016/j.japwor.2006.05.004
dc.identifier.scopus34447636219-
dc.identifier.isi000249180700001
dc.contributor.authorscopusid13102717600-
dc.contributor.authorscopusid56216749800-
dc.description.lastpage328-
dc.description.firstpage303-
dc.relation.volume19-
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid6627274
dc.contributor.daisngid1615612
dc.utils.revisionen_US
dc.contributor.wosstandardWOS:Pascual-Fuster, B
dc.contributor.wosstandardWOS:Perez-Rodriguez, JV
dc.date.coverdateAgosto 2007
dc.identifier.ulpgces
dc.description.jcr0,267
dc.description.jcrqQ4
dc.description.ssciSSCI
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.deptDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.orcid0000-0002-6738-9191-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNamePérez Rodríguez, Jorge Vicente-
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