Search Results - "ADR"

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    The impact of momentum trades on return comovements and asymmetric volatility in dual listings by Dey, Malay K., Wang, Chaoyan

    Published 2018
    Subjects: “…ADR; Volume comovement; Return correlation; Volatility; VAR…”
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    Can time difference deter arbitrage opportunities? by Bogomolov, T., Liu, Li Xian, Kalev, P.

    Published 2013
    Subjects: “…American Depositary Receipt (ADR)…”
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