Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market
Author:
Affiliation:
1. DeGroote School of Business, McMaster University, Canada
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2023.2208904
Reference23 articles.
1. On the informational efficiency of Saudi exchange-traded funds listed at home and away from home
2. The price of international equity ETFs: The role of relative liquidity
3. (How) has the market become more efficient?
4. Bogousslavsky V. & Muravyev D. (2020). Should we use closing prices? Institutional price pressure at the close . (Working Paper). Retrieved from https://www.cbs.dk/files/cbs.dk/call_to_action/paper_vincent_bougousslavsky.pdf
5. On the premiums of iShares
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