Price transmission effect between GDRs and their underlying stocks - Evidence from Taiwan

Review of Quantitative Finance and Accounting

Volumn 19, Issue 2, 2002, Pages 181-213

  Chen, Shen Yuan ^a,c   Chou, Li Chuan ^a   Yang, Chau Chen ^b  

^a MING CHUAN UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^c NONE   (Taiwan)

Author keywords

ADRs; GDRs; Net buy; Premium; Price transmission

Indexed keywords

EID: 33646357171     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1020635128988     Document Type: Article

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