The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?

Economic Modelling

Volumn 28, Issue 1-2, 2011, Pages 526-539

  Chen, Mei ping ^a   Lee, Chien Chiang ^b   Hsu, Yi Chung ^a  

^a NATIONAL TAICHUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^b NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

American Depositary Receipts; Bayesian factor analysis; Granger causality; Japan; Nonlinear

Indexed keywords

EID: 78650234672     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2010.07.001     Document Type: Article

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