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| 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. |
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