@article{a14ab4a96c3c4a598466524505d4365c,
title = "Trading Location and Equity Returns: Evidence from US Trading of British Cross-listed Firms",
author = "Yiuman Tse and Jun Chen and Michael Williams",
note = "Journal of International Financial Markets, Institutions and Money , 2009, vol. 19, issue 5, 729-741 Abstract: Our study examines market sentiment and the importance of trading location in British American Depository Receipts (ADRs) traded in the US. Perfect integration between UK markets and UK ADRs is ruled out given that UK ADRs exhibit an intraday, U-shaped volatility curve.",
year = "2009",
language = "American English",
volume = "19",
journal = "Journal of International Financial Markets, Institutes & Money",
}