 An empirical study on modeling cross-listed stocks provides new evidence that equity's path roughness varies via time and  price informativeness properties from global  markets.
<meaning-changed>  An empirical study on modeling cross-listed stocks provides new evidence that equity's path roughness varies via time and  price informativeness properties from global  markets.
 An empirical study on modeling cross-listed stocks provides new evidence that equity's path roughness varies via time and stock price informativeness properties from global markets.