Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities
Year of publication: |
2007
|
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Authors: | Yang, Sheng-Yung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 10/12, p. 837-853
|
Subject: | Geldmarktpapier | Money market instruments | Kapitaleinkommen | Capital income | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Japan | USA | United States | 1993-2003 |
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