Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case
Year of publication: |
2011
|
---|---|
Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
Korea and the world economy. - Seoul : [Verlag nicht ermittelbar], ISSN 2234-2346, ZDB-ID 2704224-8. - Vol. 12.2011, 1, p. 99-116
|
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zweitlisting | Dual listing | USA | United States | Südkorea | South Korea |
-
Kang, Sang Hoon, (2016)
-
Spillover and profitability of intraday herding on cross-listed stocks
Lai, Rose Neng, (2020)
-
Frijns, Bart, (2015)
- More ...
-
The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns
Jiang, Zhuhua, (2019)
-
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon, (2008)
-
Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon, (2009)
- More ...