Advanced Search
MyIDEAS: Login to save this article or follow this journal

Exchange rate regimes and international market segmentation: Evidence from pricing effects of international listings

Contents:

Author Info

  • Mahajan, Arvind
  • Furtado, Eugene P. H.
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6W4F-45NP3GB-9/2/9c0342a0ca85de16a66d1db76bbcd0dd
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Global Finance Journal.

    Volume (Year): 7 (1996)
    Issue (Month): 2 ()
    Pages: 153-168

    as in new window
    Handle: RePEc:eee:glofin:v:7:y:1996:i:2:p:153-168

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/inca/620162

    Related research

    Keywords:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Solnik, Bruno H, 1977. "Testing International Asset Pricing: Some Pessimistic Views," Journal of Finance, American Finance Association, American Finance Association, vol. 32(2), pages 503-12, May.
    2. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, Elsevier, vol. 14(1), pages 3-31, March.
    3. Sanger, Gary C. & Peterson, James D., 1990. "An Empirical Analysis of Common Stock Delistings," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 25(02), pages 261-272, June.
    4. Cho, D Chinhyung & Eun, Cheol S & Senbet, Lemma W, 1986. " International Arbitrage Pricing Theory: An Empirical Investigation," Journal of Finance, American Finance Association, American Finance Association, vol. 41(2), pages 313-29, June.
    5. Ying, Louis K. W. & Lewellen, Wilbur G. & Schlarbaum, Gary G. & Lease, Ronald C., 1977. "Stock Exchange Listings and Securities Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 12(03), pages 415-432, September.
    6. Alexander, Gordon J & Eun, Cheol S & Janakiramanan, S, 1987. " Asset Pricing and Dual Listing on Foreign Capital Markets: A Note," Journal of Finance, American Finance Association, American Finance Association, vol. 42(1), pages 151-58, March.
    7. Stapleton, R C & Subrahmanyam, Marti G, 1977. "Market Imperfections, Capital Market Equilibrium and Corporation Finance," Journal of Finance, American Finance Association, American Finance Association, vol. 32(2), pages 307-19, May.
    8. Abuaf, Niso & Jorion, Philippe, 1990. " Purchasing Power Parity in the Long Run," Journal of Finance, American Finance Association, American Finance Association, vol. 45(1), pages 157-74, March.
    9. Hietala, Pekka T, 1989. " Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market," Journal of Finance, American Finance Association, American Finance Association, vol. 44(3), pages 697-718, July.
    10. Sanger, Gary C. & McConnell, John J., 1986. "Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 21(01), pages 1-25, March.
    11. Solnik, Bruno, 1983. " International Arbitrage Pricing Theory," Journal of Finance, American Finance Association, American Finance Association, vol. 38(2), pages 449-57, May.
    12. Shapiro, Alan C., 1983. "What does purchasing power parity mean?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 2(3), pages 295-318, December.
    13. Eun, Cheol S & Janakiramanan, S, 1986. " A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership," Journal of Finance, American Finance Association, American Finance Association, vol. 41(4), pages 897-914, September.
    14. Gultekin, Mustafa N & Gultekin, N Bulent & Penati, Alessandro, 1989. " Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 44(4), pages 849-69, September.
    15. Alexander, Gordon J. & Eun, Cheol S. & Janakiramanan, S., 1988. "International Listings and Stock Returns: Some Empirical Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 23(02), pages 135-151, June.
    16. Howe, John S. & Madura, Jeff, 1990. "The impact of international listings on risk : Implications for capital market integration," Journal of Banking & Finance, Elsevier, Elsevier, vol. 14(6), pages 1133-1142, December.
    17. Adler, Michael & Dumas, Bernard, 1983. " International Portfolio Choice and Corporation Finance: A Synthesis," Journal of Finance, American Finance Association, American Finance Association, vol. 38(3), pages 925-84, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Bae, Sung C. & Li, Mingsheng & Shi, Jing, 2009. "Does the law of one price hold better under a flexible exchange rate system?," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 19(4), pages 306-322, October.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:glofin:v:7:y:1996:i:2:p:153-168. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.