The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?
Year of publication: |
2011
|
---|---|
Authors: | Chen, Mei-ping ; Lee, Chien-Chiang ; Hsu, Yi-Chung |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 28.2011, 1, p. 526-539
|
Publisher: |
Elsevier |
Subject: | American Depositary Receipts | Bayesian factor analysis | Japan | Nonlinear | Granger causality |
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