Stock-ADR Arbitrage: Microstructure Risk
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference37 articles.
1. Synchronization risk and delayed arbitrage;Abreu;J. Financ. Econ.,2002
2. Arbitrage and the Law of One Price in the market for American depository receipts;Alsayed;J. Int. Financ. Markets, Inst. Money,2012
3. Effects of exchange-rate and interest-rate risk on ADR pricing behavior;Bin;North Am. J. Econ. Finance,2003
4. Tax-induced trading of equity securities: evidence from the ADR market;Callaghan;J. Finance,2003
5. A tale of two prices: Liquidity and asset prices in multiple markets;Chan;J. Bank. Finac.,2008
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