Time-varying risk premia in American depository receipt returns
Year of publication: |
2007
|
---|---|
Authors: | Gregory, Richard P. |
Published in: |
Global Business and Economics Review. - Inderscience Enterprises Ltd. - Vol. 9.2007, 1, p. 19-37
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | American depository receipts | ADRs | international diversification | market integration | international asset pricing | risk factors |
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