Price transmission dynamics between ADRs and their underlying foreign securities

Journal of Banking and Finance

Volumn 24, Issue 8, 2000, Pages 1359-1382

  Kim, Minho ^a   Szakmary, Andrew C ^b   Mathur, Ike ^b  

^a Chonbuk National University   (South Korea)

^b SOUTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

ADRs; C22; F23; G15; Informational efficiency; Price transmission

Indexed keywords

EID: 0037798106     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00076-X     Document Type: Article

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