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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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The impact of listing Latin American ADRs on the risks and returns of the underlying shares
Martell, Terrence F.; Rodriguez, Luis; Webb, Gwendolyn P. - In: Global finance journal 10 (1999) 2, pp. 147-160
Persistent link: https://www.econbiz.de/10001493031
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Jensen's inequality for g-convex function under g-expectation
Jia, Guangyan; Peng, Shige - In: Probability theory and related fields 147 (2010) 1/2, pp. 217-239
Persistent link: https://www.econbiz.de/10003969115
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Modeling wage inequality in the US as conditional variation : a time series approach
Stevans, Lonnie K. - In: Journal of income distribution : an international quarterly 8 (1998) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10001501594
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Growth volatility and inequality in the U.S. : a wavelet analysis
Chang, Shinhye; Gupta, Rangan; Miller, Stephen M.; … - 2018
Persistent link: https://www.econbiz.de/10011881494
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Top income concentration and volatility
Thompson, Jeffrey P.; Parisi, Michael; Bricker, Jesse - 2018
by pro-cyclical volatility in annual income. Permanent income, though, can smooth away such volatility and sort families … instead of annual income. However, the growth in income concentration cannot be explained by this volatility, as growth rates …
Persistent link: https://www.econbiz.de/10011803823
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Modeling Wage Inequality in the U.S. As Conditional Variation : A Time Series Approach
Stevans, Lonnie K. - 2001
In this paper, we argue that wage volatility is a good proxy for wage inequality because of the strong and lagged …
Persistent link: https://www.econbiz.de/10014052120
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The overseas listing puzzle : post-IPO performance of Chinese stocks and ADRs in the US market
Luo, Yongli; Fang, Fang; Esqueda, Omar A. - In: Journal of multinational financial management 22 (2012) 5, pp. 193-211
Persistent link: https://www.econbiz.de/10009714754
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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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Market underreaction to large stock price declines : the case of ADRs
Benou, Georgina - In: The journal of behavioral finance : a publication of … 4 (2003) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10001774714