Currency volatility and bid-ask spreads of ADRs and local shares Article

Figueiredo, Antonio, Parhizgari, AM. (2017). Currency volatility and bid-ask spreads of ADRs and local shares . GLOBAL FINANCE JOURNAL, 34 54-71. 10.1016/j.gfj.2016.07.002

keywords

  • ADRs
  • Business & Economics
  • Business, Finance
  • EXCHANGE-RATE EXPOSURE
  • Exchange rate
  • FX
  • International equity
  • LAW
  • LIQUIDITY
  • MARKET
  • ONE PRICE
  • PANEL-DATA
  • SECURITIES
  • STOCK RETURNS
  • Social Sciences
  • TRANSACTION COSTS
  • TRANSMISSION
  • Volatility

Digital Object Identifier (DOI)

publisher

  • JAI PRESS INC

start page

  • 54

end page

  • 71

volume

  • 34