haku: @indexterm ERROR CORRECTION MODELS / yhteensä: 21
viite: 13 / 21
Tekijä: | Ely, D. Salehizadeh, M. |
Otsikko: | American depositary receipts: an analysis of international stock price movements |
Lehti: | International Review of Financial Analysis
2001 : VOL. 10:4, p. 343-363 |
Asiasana: | COINTEGRATION ERROR CORRECTION MODELS SEGMENTATION SHARE PRICES STOCK EXCHANGES USA |
Kieli: | eng |
Tiivistelmä: | With significant increases in private capital flows across the globe, there has been a rise in the US listing of foreign stocks as American depositary receipts (ADRs). In this study, the authors employ cointegration techniques and estimate error-correction (EC) models to examine the degree of integration between US and three foreign equity markets. |
SCIMA