Cointegration and causality-in-mean and variance tests : evidence of price discovery for Brazilian cross-listed stocks
Rodrigo Lanna F. Da Silveira, Leandro Maciel, Rosangela Ballini
| Year of publication: |
janeiro/junho 2014
|
|---|---|
| Authors: | Silveira, Rodrigo Lanna Franco da ; Maciel, Leandro ; Ballini, Rosangela |
| Published in: |
Revista brasileira de economia de empresas : publicação semestral do Programa de Pós-Graduação Stricto Sensu em Economia da Universidade Católica de Brasília. - Brasília, ISSN 1676-8000, ZDB-ID 2631058-2. - Vol. 14.2014, 1, p. 21-35
|
| Subject: | stock market | ADR | price discovery | arbitrage | causality | Börsenkurs | Share price | Aktienmarkt | Stock market | Zweitlisting | Dual listing | Brasilien | Brazil | Geldmarktpapier | Money market instruments | Kointegration | Cointegration | Arbitrage | Internationaler Finanzmarkt | International financial market | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011450787