| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089640 | Journal of Banking & Finance | 2012 | 9 Pages |
Abstract
⺠We investigate the market effects on the day and night returns of Chinese ADRs. ⺠US day returns affect Chinese ADR day returns the most. ⺠Homeless ADRs are more affected by the US market than cross-listed ADRs. ⺠Homeless ADRs are less affected by their home markets than cross-listed ADRs.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Hui He, Jiawen Yang,