Return and Volatility Intra-Day Transmission of Dually-Traded Stocks: The Cases of Taiwan, Korea, Hong Kong, and Singapore
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- Ming-Chieh Wang & Yi-Chen Wu, 2014. "Where Does Price Discovery Occur? An Empirical Study of Taiwan¡¯s ADRs and Their Underlying Foreign Stocks," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 43-53, July.
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KeywordsADR; spillover effect; Asian financial crisis; September 11 attacks;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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