The implicit impact of cross-listing on stock prices: a market microstructure perspective – The case of Latin American markets
The objective of this research is to evaluate the unobserved effect of cross-listing on stock prices of companies from Latin America. Particularly, we study the impact of the issuance of ADRs on volatility and efficiency in the local markets. We employ GARCH models to assess the impact on volatility...
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| Publicado no: | Contaduría y Administración |
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| Principais autores: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad Nacional Autónoma de México
2016
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=39544252005 https://www.redalyc.org/journal/395/39544252005/ https://www.redalyc.org/journal/395/39544252005/html/ https://www.redalyc.org/journal/395/39544252005/39544252005.epub https://www.redalyc.org/journal/395/39544252005/movil |
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