Investment Restrictions and the Cross-Border Flow of Information: Some Empirical Evidence
Preprint
- 1 January 2001
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
We examine market responses to earnings announcements in Singapore and Thailand, where shares restricted to local investors trade alongside otherwise identicalKeywords
This publication has 14 references indexed in Scilit:
- Stock Market Liberalization and the Information EnvironmentSSRN Electronic Journal, 2005
- The Economic Consequences of Increased Disclosure: Evidence from International Cross-listingsSSRN Electronic Journal, 2002
- Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?Journal of Financial and Quantitative Analysis, 1999
- Foreign ownership restrictions and stock prices in the Thai capital marketJournal of Financial Economics, 1994
- Risk and return on China's new stock markets: Some preliminary evidencePacific-Basin Finance Journal, 1994
- Trading volume reactions to annual accounting earnings announcementsJournal of Accounting and Economics, 1994
- Dividend clienteles and the information content of dividend changesJournal of Financial Economics, 1990
- A Theory of Intraday Patterns: Volume and Price VariabilityThe Review of Financial Studies, 1988
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities MarketsEconometrica, 1985
- Quarterly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical AnalysisThe Journal of Finance, 1980