Depositary receipts, country funds, and the peso crash: The intraday evidence

Journal of Finance

Volumn 55, Issue 6, 2000, Pages 2693-2717

  Bailey, Warren ^c   Chan, Kalok ^d   Chung, Y Peter ^d  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c Department of Obstetrics Gynecology   (United States)

^d NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039012092     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00303     Document Type: Article

References (9)

1. Bailey, Warren, and Y. Peter Chung, 1995, Exchange rate fluctuations, political risk, and stock returns: Some evidence from an emerging market, Journal of Financial and Quantitative Analysis 30, 541-562.
2. Barberis, Nicholas, Andrei Shleifer, and Robert Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307-344.
3. Bekaert, Geert, and Campbell R. Harvey, 1997, Emerging market volatility, Journal of Financial Economics 43, 29-78.
4. Bekaert, Geert, and Campbell R. Harvey, 2000, Foreign speculators and emerging equity markets, Journal of Finance 55, 565-614.
5. Berry, Thomas D., and Keith M. Howe, 1994, Public information arrival, Journal of Finance 49 1331-1346.
6. Bhattacharya, Utpal, Hazem Daouk, Brian Jorgenson, and Carl-Heinrich Kehr, 2000, When an event is not an event: The curious case of an emerging market, Journal of Financial Economics 55, 69-101.
7. Blume, Marshall E., A. Craig MacKinlay, and Bruce Terker, 1989, Order imbalances and stock price movements on October 19 and 20, 1987, Journal of Finance 44, 827-848.
8. Bodurtha, James N., Dong-Soon Kim, and Charles M.C. Lee, 1995, Closed-end country funds and U.S. market sentiment, Review of Financial Studies 8, 879-918.
9. Brennan, Michael J., and H. Henry Cao, 1997, International portfolio investment flows Journal of Finance 52, 1851-1880.