Cross-Border Listings and Price Discovery: Evidence from UK- and US-listed Swedish Stocks
Objective: The objective of this study is to examine the extent to which the London stock exchange and the US stock exchange Nasdaq respectively contributes to the price discovery of Swedish stocks listed on the Stockholm stock exchange, the London stock exchange and the US stock exchange Nasdaq. Method: The study is a replicate study of the studies by Grammig, Melvin and Schlag (2000) and Eun and