Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICsï»¿
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- 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.
- Tim Leung & Jamie Kang, 2016. "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers 1611.03110, arXiv.org.
- 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.
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KeywordsAmerican Depositary Receipt (ADR); BRICs; Macroeconomic Information Transmission Mechanism; VECM; Granger Causality Test;
All these keywords.
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CIS-2015-05-02 (Confederation of Independent States)
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