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Currency depreciation effects on ADR returns : evidence from Latin America
Esqueda, Omar A.; Jackson, Dave O. - In: Journal of economics and finance 36 (2012) 3, pp. 691-711
Persistent link: https://www.econbiz.de/10009690356
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The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets
Esqueda, Omar A.; Luo, Yongli; Jackson, Dave - In: Journal of economics and finance 39 (2015) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10011471137
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Currency Depreciation Effects on ADR Returns : Evidence from Latin America
Esqueda, Omar A. - 2012
We use seemingly unrelated regressions (SUR) and multivariate regression models (MVRM) in a panel sample of 74 American depository receipts (ADR) programs from Argentina, Brazil, Chile, and Mexico during the period May 1994 to May 2009 to analyze the behavior of ADR returns during the 300-day...
Persistent link: https://www.econbiz.de/10013100970