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...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração (ANPAD)
2009-04-01
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| Σειρά: | RAC: Revista de Administração Contemporânea |
| Θέματα: | |
| Διαθέσιμο Online: | http://anpad.org.br/periodicos/arq_pdf/a_857.pdf |
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