A Market Microstructure Perspective on the Price Formation of Cross-listed Stocks

A Thesis Submitted to Auckland University of Technology in Fulfilment of the Requirements for the Degree of Doctor of Philosophy (PhD), 2015

Author supplied keywords: Finance; Market microstructure; Financial markets; Econometrics; Stock markets; Cross-listed stocks.

Author supplied keywords: Finance; Market microstructure; Financial markets; Econometrics; Stock markets; Cross-listed stocks.