Tseng, Chiu-Che; Wei, June; Kang, Ching-Tsai - In: International Journal of Electronic Finance 2 (2008) 4, pp. 371-382
This paper examines online stock price effects of cross-listings American Depositary Receipts (ADRs) in Taiwanese companies. Specifically, decision tree and rule base systems were used to analyse the stock price variances of ADRs in the USA and those in Taiwan market to see if the ADR listed in...
