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Applied Economics Letters Volume 26, 2019 - Issue 20
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Articles

Holding period returns from NASDAQ traded ADRs

Mark SchaubDepartment of Economics and Finance, Stephen F. Austin State University, Nacogdoches, TX, USACorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-6911-9347
ORCID Icon
Pages 1689-1693 | Published online: 20 Mar 2019

References

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  • Jiang, C. 1998. “Diversification with American Depository Receipts: The Dynamics and the Pricing Factors.” Journal of Business, Finance & Accounting 25 (5–6): 683–699. doi:10.1111/1468-5957.00207.
  • Officer, D., and R. Hoffmeister. 1988. “ADRs: A Substitute for the Real Thing?” Journal of Portfolio Management 13 (2): 61–65. doi:10.3905/jpm.1987.61.
  • Schaub, M. 2003. “Investment Performance of American Depository Receipts Listed on the New York Stock Exchange: Long and Short.” Journal of Business and Economic Studies 9 (2): 1–19.
  • Schaub, M. 2004. “Market Timing Wealth Effects of Asia Pacific and European ADRs Traded on the NYSE.” Applied Financial Economics 14 (15): 1059–1066. doi:10.1080/09603100412331297658.
  • Schaub, M. 2007. “Market Timing Effects on the Investment Performance of NASDAQ-Listed ADRs: The Cases of Emerging and Developed Market Issues.” Journal of Investing 16 (2): 119–126. doi:10.3905/joi.2007.686418.
  • Schaub, M. 2009. “NASDAQ-Listed European and Asia Pacific ADRs: Does Market Timing Affect Long-Term Performance?” Applied Financial Economics 19 (9): 339–345. doi:10.1080/09603100801949751.
  • Schaub, M., and B. McManis. 2007. “Determinants of the Long Term Performance of American Depository Receipts Listed on the New York Stock Exchange.” Research in Finance 23 (1): 63–79.

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