 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.
<clarity>  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 price informativeness properties from global stock markets.