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The impact of listing Latin American ADRs on the risks and returns of the underlying shares

Martell, Terrence F.; Rodriguez, Luis; Webb, Gwendolyn P. - In: Global finance journal 10 (1999) 2, pp. 147-160

Persistent link: https://www.econbiz.de/10001493031

The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares

Rodriguez, Luis - 2011

This paper examines the risks and returns of Latin American stocks following American depository receipt (ADR) listings in U.S. equity markets and finds no systematic change in their volatility. This finding differs from previous results for ADR introduction on European and Asian stocks,...

Persistent link: https://www.econbiz.de/10013132398

Trading volume, bid-ask spread, and price volatility in futures markets

Wang, George H. K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970

Persistent link: https://www.econbiz.de/10001530842

Asymmetric volatility of basis and the theory of storage

Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 25 (2005) 4, pp. 399-418

Persistent link: https://www.econbiz.de/10002647873

Volatility and trading activity following changes in the size of futures contracts

Bjursell, Johann; Frino, Alex; Tse, Yiuman; Wang, … - In: Journal of empirical finance 17 (2010) 5, pp. 967-980

Persistent link: https://www.econbiz.de/10009267230

Jumps and trading activity in interest rate futures markets : the response to macroeconomic announcements

Bjursell, Johan; Wang, George H. K.; Webb, Robert I. - In: Asia-Pacific journal of financial studies 42 (2013) 5, pp. 689-723

Persistent link: https://www.econbiz.de/10010249006

The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures

Kittiakarasakun, Jullavut; Tse, Yiuman; Wang, George H. K. - In: Managerial finance 38 (2012) 8, pp. 752-767

Persistent link: https://www.econbiz.de/10009568698

The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70

Persistent link: https://www.econbiz.de/10009271751

The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 5, pp. 399-425

Persistent link: https://www.econbiz.de/10011405385