Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours-Reference-Cited by-同舟云学术

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Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours

Published:2017-02-28 Issue:3 Volume:24 Page:183-207
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Figueiredo Antonio¹,Parhizgari A.M.²

Affiliation:

1. Department of Finance, Huizenga College of Business & Entrepreneurship, Nova Southeastern University, Fort Lauderdale, FL 33314, USA

2. Department of Finance, College of Business Administration, Florida International University, Miami, FL 33199, USA

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2017.1292935

Reference24 articles.

1. ADR holdings of US-based emerging market funds

2. Arbitrage and the Law of One Price in the market for American depository receipts

3. Price determinants of American Depositary Receipts (ADR): a cross-sectional analysis of panel data

4. A comparative study of alternative estimators for the unbalanced two‐way error component regression model

5. Insider trading law enforcement and gross spreads of ADR IPOs

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Contributing Factors of Long-Term ADR Holding Period Returns: an Up-To-Date Analysis;Research in Finance;2020-11-10

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