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Economic freedom and the stability of stock prices : a cross-country analysis
Blau, Benjamin; Brough, Tyler J.; Thomas, Diana Weinert - In: Journal of international money and finance 41 (2014), pp. 182-196
Persistent link: https://www.econbiz.de/10010338699
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Impact of capital controls and transaction costs on the return distribution of dually traded securities : evidence from Chile and Argentina
Rabinovitch, Ramón; Silva, Ana Cristina; Susmel, Raul - 2000
Persistent link: https://www.econbiz.de/10001536984
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Asynchronous ADRs : Overnight vs Intraday Returns and Trading Strategies
Leung, Tim - 2019
an Ornstein-Uhlenbeck process via maximum-likelihood estimation (MLE). Our empirical observations also lead us to develop …
Persistent link: https://www.econbiz.de/10012902749
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Asynchronous ADRs : overnight vs intraday returns and trading strategies
Kang, Jamie; Leung, Tim - In: Studies in economics and finance 34 (2017) 4, pp. 580-596
Persistent link: https://www.econbiz.de/10011961106
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Asymmetric volume volatility causality in dual listing H-shares
Dey, Malay K.; Wang, Chaoyan - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 419-428
Persistent link: https://www.econbiz.de/10013392097
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The effect of U.S. investor sentiment on cross-listed securities returns : a high-frequency approach
Gutierrez Pineda, Juan Pablo; Perez Liston, Daniel - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15
This paper studies the impact of a high-frequency investor sentiment measure (New FEARS) on the returns of foreign securities listed in U.S. markets as American Depository Receipts (ADRs). We recreate a high-frequency investor sentiment measure by aggregating search volume indices (SVIs) for a...
Persistent link: https://www.econbiz.de/10012792429
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Multi-market trading, price delay, and return predictability
Xia, Chuanxin; Yang, Nien-Tzu; Lin, Chaonan; Ko, Kuan-Cheng - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819821
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Return and volatility linkages among G-7 and selected emerging markets
Bhuyan, Rafiq; Elian, Mohammad I.; Bagnied, Mohsen; … - In: International journal of economics and finance 7 (2015) 6, pp. 153-165
Persistent link: https://www.econbiz.de/10011335029
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New evidence on sources of leverage effects in individual stocks
Smith, Geoffrey Peter - In: The financial review : the official publication of the … 50 (2015) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10011338155
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Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290
Persistent link: https://www.econbiz.de/10011348408