This paper tests for relationship between Indian GDRs traded in Luxembourg / London and their underlying shares traded in Mumbai at two levels, viz., (a) between the stock prices at two exchanges; and (b) between the volatilities of the stock prices between the two exchanges. The relationship is...

We undertake a structural analysis of the Hasbrouck unobserved components and the Madhavan, Richardson, and Roomans microstructure models. We map carefully the relationship between the structural parameters and four alternative measures of price discovery: (1) Hasbrouck; (2) Harris-McInish-Wood;...

The current study, taking A and H dual listing shares as the participants, aimed to investigate the effect of China’s opening-up policy on the information transmission among dual listing shares. The results indicated that China’s opening-up policy strengthened the integration of...

The present study investigates the impact of dual listing of Australian shares on the NZSE. The results suggest that the average excess return on the day of listing is negative but is statistically insignificant. The negative excess return starts to accumulate before the day of listing and...

Managers in Peru, South Africa, and the United States were classified into four groups along Singhapakdi et al. (J Bus Ethics 15:1131–1140, <CitationRef CitationID="CR118">1996</CitationRef>) Perceived Role of Ethics and Social Responsibility (PRESOR) scale. In Peru and the United States, individuals in the ethics and social...</citationref>

In this part of our study the probabilistic seismic hazard analysis (PSHA) for Tulbagh was performed. The applied procedure is parametric and consists essentially of two steps. The first step is applicable to the area in the vicinity of Tulbagh and requires an estimation of the area-specific...

Game harvesting in South Africa generally leaves behind edible by-products, which could be a low-cost source of protein for poor people in rural areas. Seven professional and nine recreational hunters were interviewed, a game harvest and trophy hunt attended and literature reviewed, in order to...

This paper summarises innovative research into the assessment of long-term groundwater recharge from flood events in dryland environments of the Kuiseb (Namibia) and the Buffels (South Africa) rivers. The integrated water resource management (IWRM) policies and institutions affecting the...

This paper tests for differences in reported life satisfaction between married and cohabiting persons, i.e. the cohabitation gap, and in particular whether selection factors can explain the cohabitation gap. The paper also explores whether age at marriage and at start of cohabitation as well as...

In this paper, I investigate the characteristics and poverty status of female- and male-headed households in South Africa using nationally representative household survey data from the October Household Surveys (1997 and 1999) and the General Household Surveys (2004 and 2006). This decade...