Where is the Market? Evidence from Cross-Listings

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Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks (2009, unknown): “Daily closing price, volume, and market capitalization series are from Datastream.”
The market reaction to cross-listings: Does the destination market matter? (2009, unknown): “Halling et al. (2008) document that for cross-listings on US exchanges, the fraction of trading that occurs on the destination market is greater for firms from countries that are geographically close to the US and for firms from less developed countries.”
Internationalization and Stock Market Liquidity (2005, unknown): “Moreover, Halling et al. (2005) argue that foreign trading of cross-listed European firms declines after an initial increase, with liquidity returning to the domestic market (the “flow-back” effect).”
Stock price informativeness, cross-listings, and investment decisions (2006, unknown): “with Equation (8), Halling et al.(2003) find that cross-listed firms with a large fraction of U.S.”
Multimarket Trading and Liquidity: Theory and Evidence (2007, background): “4 A recent paper by Halling et al. (2004) examines the overseas trading volume for a sample of 111 European firms cross-listed on a variety of overseas exchanges.”