메뉴 건너뛰기




Volumn 8, Issue 1, 1998, Pages 39-48

Did markets react efficiently to the 1994 Mexican peso crisis? Evidence from Mexican ADRS

Author keywords

Asset pricing; Mexican peso crisis

Indexed keywords


EID: 0031616581     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00016-4     Document Type: Article
Times cited : (9)

References (14)
  • 1
    • 0000355381 scopus 로고
    • On the use of the multivariate regression model in event studies
    • Binder, J.J., 1985a. On the use of the multivariate regression model in event studies. J. Accounting Research 23, 370-383.
    • (1985) J. Accounting Research , vol.23 , pp. 370-383
    • Binder, J.J.1
  • 2
    • 0000474853 scopus 로고
    • Measuring the effects of regulation with stock price data
    • Binder, J.J., 1985b. Measuring the effects of regulation with stock price data. Rand J. Economics 16, 167-183.
    • (1985) Rand J. Economics , vol.16 , pp. 167-183
    • Binder, J.J.1
  • 3
    • 36749092418 scopus 로고
    • Using daily stock returns: The case of event studies
    • Brown, S.J., Warner, J.P., 1985. Using daily stock returns: The case of event studies. J. Financial Economics 14, 3-31.
    • (1985) J. Financial Economics , vol.14 , pp. 3-31
    • Brown, S.J.1    Warner, J.P.2
  • 4
    • 0001754550 scopus 로고    scopus 로고
    • The informational content of US listed options of foreign equity securities: The case of Telmex and the peso devaluation
    • Institutions & Money, in press
    • Buttimer Jr., R.J., Swidler, S., 1998. The informational content of US listed options of foreign equity securities: The case of Telmex and the peso devaluation. J. Int. Financial Markets, Institutions & Money, in press.
    • (1998) J. Int. Financial Markets
    • Buttimer R.J., Jr.1    Swidler, S.2
  • 5
    • 84977736064 scopus 로고
    • An examination of the impact of the Garn-St. Germain Depository Institutions Act of 1982 on commercial banks and savings and loans
    • Cornett, M.M., Tehranian, H., 1990. An examination of the impact of the Garn-St. Germain Depository Institutions Act of 1982 on commercial banks and savings and loans. J. Finance 45, 95-112.
    • (1990) J. Finance , vol.45 , pp. 95-112
    • Cornett, M.M.1    Tehranian, H.2
  • 7
    • 84944832612 scopus 로고
    • Integration versus segmentation in the Canadian stock market
    • Jorion, P., Schwartz, E., 1986. Integration versus segmentation in the Canadian stock market. J. Finance 41, 603-613.
    • (1986) J. Finance , vol.41 , pp. 603-613
    • Jorion, P.1    Schwartz, E.2
  • 8
    • 0030491177 scopus 로고    scopus 로고
    • Liquidity, risk, and the collapse of the Mexican peso: A dynamic CGE interpretation
    • Kildegaard, A., 1996. Liquidity, risk, and the collapse of the Mexican peso: A dynamic CGE interpretation. Southern Economic J. 96, 460-472.
    • (1996) Southern Economic J. , vol.96 , pp. 460-472
    • Kildegaard, A.1
  • 9
    • 84993915044 scopus 로고
    • Additional evidence on integration in the Canadian stock market
    • Mittoo, U.R., 1992. Additional evidence on integration in the Canadian stock market. Journal of Finance 47, 2035-2054.
    • (1992) Journal of Finance , vol.47 , pp. 2035-2054
    • Mittoo, U.R.1
  • 10
    • 0141866991 scopus 로고
    • Estimating beta from nonsynchronous data
    • Scholes, M., Williams, J.T., 1977. Estimating beta from nonsynchronous data. J. Financial Economics 5, 309-327.
    • (1977) J. Financial Economics , vol.5 , pp. 309-327
    • Scholes, M.1    Williams, J.T.2
  • 11
    • 38249009501 scopus 로고
    • The market valuation effects of the Financial Institutions Reform, Recovery, and Enforcement Act of 1989
    • Sundaram, S., Rangan, N., Davidson, W.N., , III1992. The market valuation effects of the Financial Institutions Reform, Recovery, and Enforcement Act of 1989, J. Banking and Finance 16, 1097-1122.
    • (1992) J. Banking and Finance , vol.16 , pp. 1097-1122
    • Sundaram, S.1    Rangan, N.2    Davidson W.N. III3
  • 12
    • 0000833539 scopus 로고
    • Instrumental variable regression with independent observations
    • White, H., 1982. Instrumental variable regression with independent observations. Econometrica 50, 483-500.
    • (1982) Econometrica , vol.50 , pp. 483-500
    • White, H.1
  • 14
    • 84946357749 scopus 로고
    • An efficient method of estimating seemingly unrelated regressions and tests of aggregation bias
    • Zellner, 1962. An efficient method of estimating seemingly unrelated regressions and tests of aggregation bias. Journal of the American Statistical Association 57, 348-368.
    • (1962) Journal of the American Statistical Association , vol.57 , pp. 348-368
    • Zellner1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.