Diversification gains from American depositary receipts and foreign equities: evidence from Australian stocks
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- Lee, Hsiang-Tai & Tsang, Wei-Lun, 2011. "Cross hedging single stock with American Depositary Receipt and stock index futures," Finance Research Letters, Elsevier, vol. 8(3), pages 146-157, September.
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- Aelee Jun & V. T. Alaganar & Graham Partington & Max Stevenson, 2008. "Price and Volume Behavior around the Ex-dividend Day: Evidence on the Value of Dividends from American Depositary Receipts and their Underlying Australian Stocks-super-," International Review of Finance, International Review of Finance Ltd., vol. 8(1-2), pages 21-55.
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- Omar Esqueda & Dave Jackson, 2012. "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 691-711, July.
- Kutan, Ali M. & Zhou, Haigang, 2006. "Determinants of returns and volatility of Chinese ADRs at NYSE," Journal of Multinational Financial Management, Elsevier, vol. 16(1), pages 1-15, February.
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