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Volumn 11, Issue 12, 2004, Pages 755-758

Foreign exchange risk, world diversification and Taiwanese ADRs

Author keywords

[No Author keywords available]

Indexed keywords

FOREIGN DIRECT INVESTMENT; INVESTMENT; MULTINATIONAL ENTERPRISE; RISK FACTOR;

EID: 5044223027     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000254629     Document Type: Article
Times cited : (6)

References (10)
  • 2
    • 84993909002 scopus 로고
    • The world price of foreign exchange risk
    • Dumas, B. and Solnik, B. (1995) The world price of foreign exchange risk, Journal of Finance, 50, 445-79.
    • (1995) Journal of Finance , vol.50 , pp. 445-479
    • Dumas, B.1    Solnik, B.2
  • 3
    • 0013068420 scopus 로고    scopus 로고
    • Can the gains from international diversification be achieved without trading abroad?
    • Errunza, V., Hogan, K. and Hung, M.-W. (1999) Can the gains from international diversification be achieved without trading abroad?, Journal of Finance, 54, 2075-107.
    • (1999) Journal of Finance , vol.54 , pp. 2075-2107
    • Errunza, V.1    Hogan, K.2    Hung, M.-W.3
  • 4
    • 0002357241 scopus 로고    scopus 로고
    • The effects of market segmentation and investor recognition on asset prices: Evidence from foreign stocks listing in the United States
    • Foerster, S. R. and Karolyi, G. A. (1999) The effects of market segmentation and investor recognition on asset prices: evidence from foreign stocks listing in the United States, Journal of Finance, 54, 981-1013.
    • (1999) Journal of Finance , vol.54 , pp. 981-1013
    • Foerster, S.R.1    Karolyi, G.A.2
  • 5
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L. P. (1982) Large sample properties of generalized method of moments estimators, Econometrica, 50, 1029-54.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 6
  • 8
    • 0037798106 scopus 로고    scopus 로고
    • Price transmission dynamics between ADRs and their underlying foreign securities
    • Kim, M., Szakmary A. C. and Mathur, I. (2000) Price transmission dynamics between ADRs and their underlying foreign securities, Journal of Banking and Finance, 24, 1359-82.
    • (2000) Journal of Banking and Finance , vol.24 , pp. 1359-1382
    • Kim, M.1    Szakmary, A.C.2    Mathur, I.3
  • 9
    • 0002804887 scopus 로고
    • An empirical test of the efficiency of the ADR market
    • Rosenthal, Ld. (1983) An empirical test of the efficiency of the ADR market, Journal of Banking and Finance, 7, 17-30.
    • (1983) Journal of Banking and Finance , vol.7 , pp. 17-30
    • Rosenthal, Ld.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.