Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks

Author:

Alaganar V.T,Bhar Ramaprasad

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Measuring the benefits of international diversification with daily data: the case of Pacific basin stock markets;Bailey;J. Portfolio Manage.,1990

2. Multimarket trading and market liquidity;Chowdhry;Rev. Financial Stud.,1991

3. Leads, lags, and trading in global markets;Copeland;Financial Analysts J.,1998

4. Das, S.R., Uppal, R., 1996. International Portfolio Choice with Stochastic Correlations. Working paper, Harvard Business School, November.

5. Forecasting international correlation;Erb;Financial Analysts J.,1994

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