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American depository receipts and calendar anomalies

Bouges, Janie Casello; Jain, Ravi; Puri, Yash R. - In: Applied financial economics 19 (2009) 1/3, pp. 17-25

This is the first study to examine the presence of calendar anomalies in American Depository Receipts (ADR) returns. Existing literature has documented several calendar anomalies in US and foreign markets. ADRs, however, represent a unique class of securities because they represent the ownership...

Persistent link: https://www.econbiz.de/10003825787

Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM

Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 16/18, pp. 1867-1873

Persistent link: https://www.econbiz.de/10003932657

A note on the performance of Chinese American depository receipts

Schaub, Mark - In: Applied economics letters 17 (2010) 4/6, pp. 431-435

Persistent link: https://www.econbiz.de/10003979920

Price determinants of American Depositary Receipts (ADR) : a cross-sectional analysis of panel data

Aquino, Katty Pérez; Poshakwale, Sunil S. - In: Applied financial economics 16 (2006) 16, pp. 1225-1237

Persistent link: https://www.econbiz.de/10003387390

Inter-day return and volatililty dynamics between Japanese ADRs and their underlying securities

Yang, Sheng-Yung - In: Applied financial economics 17 (2007) 10/12, pp. 837-853

Persistent link: https://www.econbiz.de/10003538009

The market for ADRs : does depositary bank reputation matter?

Loureiro, Gilberto - In: Applied financial economics 20 (2010) 10/12, pp. 811-825

Persistent link: https://www.econbiz.de/10009009828

Early wealth effects of Asia Pacific and European NASDAQ-listed ADRs : a comparison of 1990s and 2000s issues

Schaub, Mark - In: Applied economics letters 23 (2016) 4/6, pp. 382-387

Persistent link: https://www.econbiz.de/10011430679

Diversification potential of ADRs, country funds and underlying stocks across economic conditions

Peterburgsky, Stanley; Yang, Yini - In: Applied financial economics 23 (2013) 1/3, pp. 199-219

Persistent link: https://www.econbiz.de/10009719007

Devaluation expectations based on cross-listed stocks : evidence for financial crises in Argentina then and now

Eichler, Stefan - In: Applied economics letters 21 (2014) 10/12, pp. 706-710

Persistent link: https://www.econbiz.de/10010416342

European ADRs : what a difference a decade makes

Schaub, Mark - In: Applied economics letters 21 (2014) 7/9, pp. 470-476

Persistent link: https://www.econbiz.de/10010414307

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