SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Return behavior and pricing of American depositary receipts
16 references·11 citing·49 second hop
Return behavior and pricing of American depositary receipts (2000)Return behavior and pricing of American d…The 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…Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications (1998)Why Do Companies List Shares …Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Why Do Markets Move Together?…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…The World Price of Foreign Exchange Risk (1995)The World Price of Foreign Ex…On the Cross-Sectional Relation between Expected Returns and Betas (1994)On the Cross-Sectional Relati…Does industrial structure explain the benefits of international diversification? (1994)Does industrial structure exp…The World Price of Covariance Risk (1991)The World Price of Covariance…The Pricing of Exchange Rate Risk in the Stock Market (1991)The Pricing of Exchange Rate …Investor Diversification and International Equity Markets (1991)Investor Diversification and …Evaluating the Performance of International Mutual Funds (1990)Evaluating the Performance of…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Why stay-at-home investing makes sense (2015)Why stay-at-home investing ma…Do ADR investors herd?: Evidence from advanced and emerging markets (2013)Do ADR investors herd?: Evide…Determinants of dividend policies for ADR firms (2013)Determinants of dividend poli…Day and Night Returns of Chinese ADRs (2011)Day and Night Returns of Chin…The comparative role of iShares and country funds in internationally diversified portfolios (2009)The comparative role of iShar…Crises, contagion and cross-listings (2009)Crises, contagion and cross-l…Capital Gains Taxes, Pricing Spreads, and Arbitrage: Evidence from Cross-Listed Firms in the U.S. (2009)Capital Gains Taxes, Pricing …Determinants of returns and volatility of Chinese ADRs at NYSE (2005)Determinants of returns and v…Institutional Herding in the ADR Market (2004)Institutional Herding in the …DaimlerChrysler AG, the first truly global share (2003)DaimlerChrysler AG, the first…Pricing of American Depositary Receipts under Market Segmentation (2002)Pricing of American Depositar…An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Volatility Spillover Effects in European Equity Markets (2005)Global market integration: An alternative measure and its application☆ (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Risk and Predictability of International Equity Returns (1993)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Common Risk Factors in Currency Markets (2011)An equilibrium model of the international capital market (1974)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)International comovement of stock market returns: A wavelet analysis (2009)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Asset pricing and the bid-ask spread (1986)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The New Issues Puzzle (1995)Advertising, Breadth of Ownership, and Liquidity (2003)Liquidity of emerging markets (2005)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Asset Prices in an Exchange Economy (1978)A New Approach to Measuring Financial Contagion (2000)International Liquidity and Exchange Rate Dynamics * (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)Does financial liberalization spur growth? (2005)Familiarity Breeds Investment (2001)International Asset Allocation With Regime Shifts (2002)The determinants of cross-border equity flows (2004)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1996Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements867 cited
  • 1995The World Price of Foreign Exchange Risk765 cited
  • 1994Does industrial structure explain the benefits of international diversification?746 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1991The Pricing of Exchange Rate Risk in the Stock Market613 cited
  • 1995Time-Varying World Market Integration594 cited
  • 1998Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications561 cited
  • 1994On the Cross-Sectional Relation between Expected Returns and Betas

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

408 cited
  • 1990Evaluating the Performance of International Mutual Funds399 cited
  • Cited by

    • 2003DaimlerChrysler AG, the first truly global share60 cited
    • 2009Capital Gains Taxes, Pricing Spreads, and Arbitrage: Evidence from Cross-Listed Firms in the U.S.44 cited
    • 2005Determinants of returns and volatility of Chinese ADRs at NYSE43 cited
    • 2013Do ADR investors herd?: Evidence from advanced and emerging markets42 cited
    • 2009Crises, contagion and cross-listings39 cited
    • 2013Determinants of dividend policies for ADR firms26 cited
    • 2009The comparative role of iShares and country funds in internationally diversified portfolios26 cited
    • 2011Day and Night Returns of Chinese ADRs26 cited
    • 2002Pricing of American Depositary Receipts under Market Segmentation26 cited
    • 2004Institutional Herding in the ADR Market26 cited
    • 2015Why stay-at-home investing makes sense25 cited