Kadlec is from the R.B. Pamplin College of Business, Virginia Polytechnic and State University. McConnell is from Krannert School of Management, Purdue University. We would like to thank Claudio Loderer, Gordon Phillips, Dennis Sheehan, René Stulz, an anonymous referee, and seminar participants at the Center for Research on Security Prices, Boston College, University of California at Los Angeles, Clemson University, University of Houston, Purdue University, University of Texas at Austin, University of Utah, Washington State University, and Western Michigan University for their helpful comments and suggestions.
The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings
Version of Record online: 30 APR 2012
© 1994 the American Finance Association
The Journal of Finance
Volume 49, Issue 2, pages 611–636, June 1994
How to Cite
KADLEC, G. B. and MCCONNELL, J. J. (1994), The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings. The Journal of Finance, 49: 611–636. doi: 10.1111/j.1540-6261.1994.tb05154.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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