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Exchange rates and firms' liquidity: evidence from ADRs

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Author Info
Huang, Roger D.
Stoll, Hans R.

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File URL: http://www.sciencedirect.com/science/article/B6V9S-430XM6N-1/2/278ada9fc3c476633416b48752640ed6
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Publisher Info
Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 20 (2001)
Issue (Month): 3 (June)
Pages: 297-325
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Handle: RePEc:eee:jimfin:v:20:y:2001:i:3:p:297-325

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Söderberg, Jonas, 2008. "Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia," CAFO Working Papers 2009:10, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
  2. Sebastian Auguste & Kathryn M.E. Dominguez & Herman Kamil & Linda L. Tesar, 2002. "Cross-Border Trading as a Mechanism for Capital Flight: ADRs and the Argentine Crisis," NBER Working Papers 9343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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