Tseng, Chiu-Che; Wei, June; Kang, Ching-Tsai - In: International Journal of Electronic Finance 2 (2008) 4, pp. 371-382
companies. Specifically, decision tree and rule base systems were used to analyse the stock price variances of ADRs in the USA … and those in Taiwan market to see if the ADR listed in the US market reflects the real-time information that became … available while the US market was open right after the Taiwan market was closed. The results showed that most of the companies …