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Correlation ambiguity, listing choice, and market microstructure
This paper investigates the implication of correlation ambiguity to investor behavior, asset pricing and issuers' listing choices from a market microstructure perspective. We introduce two markets to a multi-asset model: Market A is transparent and Market B is opaque, or Market A with low and M...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
KeAi Communications Co., Ltd.
2022-03-01
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| Colecção: | Journal of Management Science and Engineering |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S2096232021000469 |
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