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Applied Financial Economics Volume 17, 2007 - Issue 10
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Original Articles

Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

Sheng-Yung Yang Department of Finance, National Chung Hsing University, Taichung 402, Taiwan E-mail: [email protected]
Pages 837-853 | Published online: 26 Jun 2007

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Antonio Figueiredo & A.M. Parhizgari. (2018) Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours. The European Journal of Finance 24:3, pages 183-207.
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Articles from other publishers (3)

Biplab Bhattacharjee, Muhammad Shafi & Animesh Acharjee. (2017) Investigating the Evolution of Linkage Dynamics among Equity Markets Using Network Models and Measures: The Case of Asian Equity Market Integration. Data 2:4, pages 41.
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Mei-ping Chen, Chien-Chiang Lee & Yi-Chung Hsu. (2011) The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?. Economic Modelling 28:1-2, pages 526-539.
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Eduardo Levy Yeyati, Sergio L. Schmukler & Neeltje Van Horen. (2009) International financial integration through the law of one price: The role of liquidity and capital controls. Journal of Financial Intermediation 18:3, pages 432-463.
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