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Impact of Chinese ADRs : case study of MAPPAC method analysing China dual listing companies in the US equity market

Guo, Haochen - In: International journal of economics and business … 22 (2021) 1, pp. 21-37

Persistent link: https://www.econbiz.de/10012597897

Strategic disclosure and stock returns : theory and evidence from US cross-listing

Goto, Shingo; Watanabe, Masahiro; Yan, Xu - In: The review of financial studies 22 (2009) 4, pp. 1585-1620

Persistent link: https://www.econbiz.de/10003839759

Market timing effects on the investment performance of Asia-Pacific and European ADRs listed on the New York stock exchange

Schaub, Mark - In: Applied financial economics 14 (2004) 15, pp. 1059-1066

Persistent link: https://www.econbiz.de/10002390869

Long Term ADR Performance : How Do Regional Issues Listed on the NYSE Compare to US and Regional Index Returns?

Schaub, Mark - 2016

This study examines the long-term performance of Asia Pacific, European, and Latin American ADRs versus the S&P500 and their respective regional indexes from 1990-2010. The sample was dividend by stable markets (1990s) and volatile markets (2000s). We find that, when analyzed in total, regional...

Persistent link: https://www.econbiz.de/10013003761

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