Kadapakkam, Palani-Rajan; Misra, Lalatendu; Tse, Yiuman - In: Review of Quantitative Finance and Accounting 21 (2003) 2, pp. 179-99
Given the rapid increase of the number of emerging market stocks being dually listed abroad, it is important to understand the role of the foreign markets in the price discovery process. We examine this issue by studying the role of the London Global Depositary Receipts (GDR) market for Indian...
