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Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs


  • Tian Yuan
  • Rakesh Gupta
  • Eduardo Roca


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Suggested Citation

  • Tian Yuan & Rakesh Gupta & Eduardo Roca, 2015. "Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs," Discussion Papers in Finance finance:201502, Griffith University, Department of Accounting, Finance and Economics.
  • Handle: RePEc:gri:fpaper:finance:201502

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    Cited by:

    1. Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.
    2. Jamie Kang & Tim Leung, 2017. "Asynchronous ADRs: overnight vs intraday returns and trading strategies," Studies in Economics and Finance, Emerald Group Publishing, vol. 34(4), pages 580-596, October.

    More about this item


    American Depositary Receipt (ADR); BRICs; Macroeconomic Information Transmission Mechanism; VECM; Granger Causality Test;

    JEL classification:

    • F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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