Does ADR Listing Affect the Dynamics of Volatility in Emerging Markets?
Year of publication: |
2010
|
---|---|
Authors: | Umutlu, Mehmet ; Altay-Salih, Aslihan |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 60.2010, 2, p. 122-137
|
Publisher: |
Institut ekonomických studií |
Subject: | return volatility | adr | egarch | cross-listing | emerging markets |
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