The linkage between the U.S. "fear index" and ADR premiums under non-frictionless stock markets
Omar A. Esqueda, Yongli Luo, Dave O. Jackson
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Esqueda, Omar A. ; Luo, Yongli ; Jackson, Dave |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 39.2015, 3, p. 541-556
|
| Subject: | American depository receipts | ADR premium | Latin America | VIX | Implied volatility | Investor sentiment | Law of one price | Geldmarktpapier | Money market instruments | USA | United States | Preiskonvergenz | Price convergence | Volatilität | Volatility | Lateinamerika | Aktienmarkt | Stock market | Marktintegration | Market integration | Risikoprämie | Risk premium | Börsenkurs | Share price | Internationaler Finanzmarkt | International financial market | Zweitlisting | Dual listing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-013-9265-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011471137