Information flows across markets: Evidence from China-backed stocks dual-listed in Hong Kong and New York

Financial Review

Volumn 37, Issue 4, 2002, Pages 563-588

  Xu, Xiaoqing Eleanor ^a   Fung, Hung Gay ^b  

^a SETON HALL UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI ST LOUIS   (United States)

Author keywords

Bivariate GARCH; China backed ADRs; Information transmission

Indexed keywords

EID: 15844428117     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00029     Document Type: Article

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