Cointegração e Descoberta de Preços de ADR Brasileiros
This paper examines double-listing contribution for the price discovery of Brazilian stocks negotiated at the NYSE through ADRs. It examines whether the prices of stock/ADR pairs have their own common long term relation or, alternatively, whether the prices are cointegrated. Furthermore, it quantifi...
محفوظ في:
| المؤلفون الرئيسيون: | , |
|---|---|
| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2009-04-01
|
| سلاسل: | RAC: Revista de Administração Contemporânea |
| الموضوعات: | |
| الوصول للمادة أونلاين: | http://anpad.org.br/periodicos/arq_pdf/a_857.pdf |
| الوسوم: |
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|