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AN EXAMINATION OF INTERNATIONAL EQUITY MARKETS USING AMERICAN DEPOSITARY RECEIPTS (ADRs)

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  • Shelly E. Webb
  • Dennis T. Officer
  • Bryan E. Boyd

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  • Shelly E. Webb & Dennis T. Officer & Bryan E. Boyd, 1995. "AN EXAMINATION OF INTERNATIONAL EQUITY MARKETS USING AMERICAN DEPOSITARY RECEIPTS (ADRs)," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(3), pages 415-430, April.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:3:p:415-430
    DOI: 10.1111/j.1468-5957.1995.tb00882.x
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    References listed on IDEAS

    as
    1. Lessard, Donald R, 1973. "International Portfolio Diversification: A Multivariate Analysis for a Group of Latin American Countries," Journal of Finance, American Finance Association, vol. 28(3), pages 619-633, June.
    2. Scholes, Myron & Williams, Joseph, 1977. "Estimating betas from nonsynchronous data," Journal of Financial Economics, Elsevier, vol. 5(3), pages 309-327, December.
    3. 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, vol. 23(2), pages 135-151, June.
    4. Jorion, Philippe & Schwartz, Eduardo, 1986. "Integration vs. Segmentation in the Canadian Stock Market," Journal of Finance, American Finance Association, vol. 41(3), pages 603-614, July.
    5. Robert Aderhold & Christine M. Cumming & Alison Harwood, 1988. "International linkages among equities markets and the October 1987 market break," Quarterly Review, Federal Reserve Bank of New York, vol. 13(Sum), pages 34-46.
    6. Fischer, K P & Palasvirta, A P, 1990. "High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations," The Financial Review, Eastern Finance Association, vol. 25(3), pages 371-394, August.
    7. Dimson, Elroy, 1979. "Risk measurement when shares are subject to infrequent trading," Journal of Financial Economics, Elsevier, vol. 7(2), pages 197-226, June.
    8. Ripley, Duncan M, 1973. "Systematic Elements in the Linkage of National Stock Market Indices," The Review of Economics and Statistics, MIT Press, vol. 55(3), pages 356-361, August.
    9. Agmon, Tamir & Lessard, Donald R, 1977. "Investor Recognition of Corporate International Diversification," Journal of Finance, American Finance Association, vol. 32(4), pages 1049-1055, September.
    10. Vihang R Errunza, 1977. "Gains from Portfolio Diversification into Less Developed Countries’ Securities," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 8(2), pages 83-100, June.
    11. Panton, Don B. & Lessig, V. Parker & Joy, O. Maurice, 1976. "Comovement of International Equity Markets: A Taxonomic Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(3), pages 415-432, September.
    12. Agmon, Tamir, 1972. "The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan," Journal of Finance, American Finance Association, vol. 27(4), pages 839-855, September.
    13. Wheatley, Simon, 1988. "Some tests of international equity integration," Journal of Financial Economics, Elsevier, vol. 21(2), pages 177-212, September.
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