Search Results - subject:"Volatility Transfer"

Asymmetric spillover effect in Indonesian stock market

Kaluge, David - In: International journal of economics and management 11 (2017) 1, pp. 183-195

Persistent link: https://www.econbiz.de/10011924710

Two Essays on the Role of Information in the Interaction between American Depository Receipts and Their Home Shares: Information Transfer and Issuer Decisions

Cheung, Oi Lin - 2008

American Depository Receipts (ADRs) represent shares of foreign firms that are issued and traded in the U.S. Since an ADR and its underlying shares represent ownership interest of the same firm, they should be perfect substitutes in a perfect market. However, market imperfections such as...

Persistent link: https://www.econbiz.de/10009451102

Two Essays on the Role of Information in the Interaction between American Depository Receipts and Their Home Shares: Information Transfer and Issuer Decisions

Cheung, Oi Lin - 2008

American Depository Receipts (ADRs) represent shares of foreign firms that are issuedand traded in the U.S. Since an ADR and its underlying shares represent ownership interest ofthe same firm, they should be perfect substitutes in a perfect market. However, marketimperfections such as...

Persistent link: https://www.econbiz.de/10009468649