Industry co-movements of American depository receipts: Evidences from the copula approaches
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics
Reference85 articles.
1. International oil agreements;Adelman;Energy J.,1984
2. A new look at the statistical model identification;Akaike;Autom. Control. IEEE Trans.,1974
3. Dependence structure and risk measure;Ané;J. Bus.,2003
4. Copula based hierarchical risk aggregation through sample reordering;Arbenz;Insur. Math. Econ.,2012
5. US ADR and Hong Kong H-share discounts of Shanghai-listed firms;Arquette;J. Bank. Financ.,2008
Cited by 6 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. Financial contagion in real economy: The key role of policy uncertainty;International Journal of Finance & Economics;2020-08-28
2. Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?;Journal of International Financial Markets, Institutions and Money;2018-03
3. Assessing international financial integration: do industry and firm-specific characteristics matter? Evidence from the Japanese market;Economic Research-Ekonomska Istraživanja;2018-01
4. Asynchronous ADRs: overnight vs intraday returns and trading strategies;Studies in Economics and Finance;2017-10-02
5. A study of correlation between investor sentiment and stock market based on Copula model;Kybernetes;2017-03-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3