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American depositary receipts
16 references·4 citing·38 second hop
American depositary receipts (2001)American depositary receiptsThe market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to intern…The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)The Effects of Market Segment…Global Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration (1996)U.K. and U.S. Trading of Brit…Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets (1995)Cointegration, Error Correcti…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…The impact of international cross listings on risk and return (1993)The impact of international c…Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach (1993)Price dynamics and error corr…International Listings of Stocks: The Case of Canada and the U.S. (1993)International Listings of Sto…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Investments. (1989)International Investments.Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…International Listings and Stock Returns: Some Empirical Evidence (1988)International Listings and St…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Does US cross-listing come with incremental benefit for already UK cross-listed firms (2018)Does US cross-listing come wi…Does the 20-F Reconciliation Affect Investors' Perception of Comparability between Foreign Private Issuers (FPIs) and U.S. Firms? 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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 1995Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets366 cited
  • 1988International Listings and Stock Returns: Some Empirical Evidence323 cited
  • 1989International Investments.291 cited
  • 1996U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration253 cited
  • 1993Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach

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239 cited
  • 1993International Listings of Stocks: The Case of Canada and the U.S.231 cited
  • 1993The impact of international cross listings on risk and return203 cited
  • Cited by

    • 2008The anatomy of financial crises: Evidence from the emerging ADR market35 cited
    • 2016Cross-listing and value creation20 cited
    • 2018Does US cross-listing come with incremental benefit for already UK cross-listed firms18 cited
    • 2016Does the 20-F Reconciliation Affect Investors' Perception of Comparability between Foreign Private Issuers (FPIs) and U.S. Firms?16 cited