Article | Journal of Financial Economics | August 1999

How Are Stock Prices Affected by the Location of Trade?

by K. A. Froot and E. Dabora

Keywords: asset pricing; Market segmentation; International Markets; Law of one price; Behavioral Finance;

Citation:

Froot, K. A., and E. Dabora. "How Are Stock Prices Affected by the Location of Trade?" Journal of Financial Economics 53, no. 2 (August 1999): 189–216. (Reprinted in International Capital Markets, R. Stulz and A. Karolyi, eds. Edward Elgar Publishing, 2003. Also reprinted in Advances in Behavioral Finance, Vol. 2, edited by Richard Thaler. New Jersey: Princeton University Press; New York: Russell Sage Foundation, July 2005, 102-129.)