Bolsa or NYSE: price discovery for Mexican shares
No abstract is available for this item.
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.
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.
Volume (Year): 14 (2004)
Issue (Month): 4 (October)
|Contact details of provider:|| Web page: http://www.elsevier.com/locate/intfin|
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.:
- Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2002.
"Sudden Stops, the Real Exchange Rate and Fiscal Sustainability: Argentina's Lessons,"
IDB Publications (Working Papers)
6821, Inter-American Development Bank.
- Alejandro Izquierdo & Ernesto Talvi & Guillermo A. Calvo, 2002. "Sudden Stops, the Real Exchange Rate and Fiscal Sustainability: Argentina's Lessons," Research Department Publications 4299, Inter-American Development Bank, Research Department.
- Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2003. "Sudden Stops, the Real Exchange Rate, and Fiscal Sustainability: Argentina's Lessons," NBER Working Papers 9828, National Bureau of Economic Research, Inc.
- Howe, John S. & Ragan, Kent P., 2002. "Price discovery and the international flow of information," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(3), pages 201-215, July.
- Kim, Minho & Szakmary, Andrew C. & Mathur, Ike, 2000. "Price transmission dynamics between ADRs and their underlying foreign securities," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1359-1382, August.
- Pagano, Marco & Randl, Otto & Röell, Ailsa A & Zechner, Josef, 2001.
"What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions,"
CEPR Discussion Papers
2683, C.E.P.R. Discussion Papers.
- Pagano, Marco & Randl, Otto & Roell, Ailsa A. & Zechner, Josef, 2001. "What makes stock exchanges succeed? Evidence from cross-listing decisions," European Economic Review, Elsevier, vol. 45(4-6), pages 770-782, May.
- Marco Pagano & Otto Randl & Ailsa A. Röell & Josef Zechner, 2000. "What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions," CSEF Working Papers 50, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Craig Doidge & G. Andrew Karolyi & Rene M. Stulz, 2001.
"Why are Foreign Firms Listed in the U.S. Worth More?,"
NBER Working Papers
8538, National Bureau of Economic Research, Inc.
- Doidge, Craig & Karolyi, G. Andrew & Stulz, Rene M., 2004. "Why are foreign firms listed in the U.S. worth more?," Journal of Financial Economics, Elsevier, vol. 71(2), pages 205-238, February.
- Hasan, Iftekhar & Malkamaki, Markku, 2001.
"Are expansions cost effective for stock exchanges? A global perspective,"
Journal of Banking & Finance,
Elsevier, vol. 25(12), pages 2339-2366, December.
- Hasan, Iftekhar & Malkamäki, Markku, 2000. "Are expansions cost effective for stock exchanges? : A global perspective," Research Discussion Papers 20/2000, Bank of Finland.
- Alberto Moel, 2001. "The Role of American Depositary Receipts in the Development of Emerging Markets," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Fall 2001), pages 209-274, August.
- Gaston Gelos, R., 2003. "Foreign currency debt in emerging markets: firm-level evidence from Mexico," Economics Letters, Elsevier, vol. 78(3), pages 323-327, March.
- Ian Domowitz & Jack Glen & Ananth Madhavan, 1998. "International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market," Journal of Finance, American Finance Association, vol. 53(6), pages 2001-2027, December.
- Lehmann, Bruce N., 2002. "Some desiderata for the measurement of price discovery across markets," Journal of Financial Markets, Elsevier, vol. 5(3), pages 259-276, July.
When requesting a correction, please mention this item's handle: RePEc:eee:intfin:v:14:y:2004:i:4:p:295-311. 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: (Shamier, Wendy)
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.