Similar Search Results - EconBiz

Arbitrage and Convergence : Evidence from Mexican ADRs

Koumkwa, Samuel - 2010

This paper investigates the convergence between the prices of ADRs and Mexican traded shares using a sample of 21 dually listed shares. Since both markets have similar trading hours, standard arbitrage considerations should make persistent deviation from price parity rare. We use a STAR model,...

Persistent link: https://www.econbiz.de/10013147629

Arbitrage and convergence : evidence from Mexican ADRs

Koumkwa, Samuel; Susmel, Raul - In: Journal of applied economics 11 (2008) 2, pp. 399-425

Persistent link: https://www.econbiz.de/10009925942

Extreme observations and diversification in Latin American emerging equity markets

Susmel, Raul - In: Journal of international money and finance 20 (2001) 7, pp. 971-986

Persistent link: https://www.econbiz.de/10001637060

Switching volatility in private international equity markets

Susmel, Raul - In: International journal of finance & economics : IJFE 5 (2000) 4, pp. 265-283

Persistent link: https://www.econbiz.de/10001539840

Interest rate volatility and contagion in emerging markets : evidence from the 1990s

Edwards, Sebastian; Susmel, Raul - 2000

Persistent link: https://www.econbiz.de/10001497247

Contagion and volatility in the 1990s

Edwards, Sebastian; Susmel, Raul - 1999

Persistent link: https://www.econbiz.de/10001536902

Impact of capital controls and transaction costs on the return distribution of dually traded securities : evidence from Chile and Argentina

Rabinovitch, Ramón; Silva, Ana Cristina; Susmel, Raul - 2000

Persistent link: https://www.econbiz.de/10001536984

Regime-switching event studies : an application to commercial bank stock repurchases

Kane, Stephen; Susmel, Raul - In: Research in finance 17 (1999), pp. 81-101

Persistent link: https://www.econbiz.de/10001485084

Extreme observations and diversification in Latin American emerging equity markets

Susmel, Raul - 1998

Persistent link: https://www.econbiz.de/10001486531

Variances and covariances of international stock returns : the international CAPM revisited

Ramchand, Latha; Susmel, Raul - 1997

Persistent link: https://www.econbiz.de/10001486868

A service of the