Add to ORKGThis study examines whether the trading location affects equity returns of China-backed American Depository Receipts (ADRs) traded in the US. If international financial markets are integrated, stock prices should be affected only by their fundamentals; otherwise, stock prices may also be affected by their trading locations/investor sentiment. We find that China ADRs’ returns are affected more by the US market fluctuations than by Chinese market returns. We interpret the results as suggesting that country-specific investor sentiment affects stock prices
This paper investigates the link between investor sentiment and stock returns in emerging Asian mark...
This paper examines the extent of return and volatility transfer between American Depository Receipt...
We empirically examine several major determinants of American Depositary Receipts (ADRs) and their u...
Purpose: This study aims to examine the price transmission among ADRs (American Depositary Receipts)...
This study analyzes the process of price discovery for five Taiwanese American Depositary Receipts (...
We examine the price behavior and market activity of the Jardine Group companies after they were del...
Domestic stocks and their American depositary receipts (ADRs) are essentially twin securities listed...
This study examines the mutual return transmissions between ADRs and A-shares for a sample of Chines...
[[abstract]]This paper investigates whether the price discovery ability of American Depository Recei...
The exchange translated price spreads between domestic stocks and their American depositary receipts...
This paper examines how the returns and volatility of Chinese ADRs listed at NYSE are affected by th...
Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed AD...
This paper examines the influence of China’s cross-sectional dispersion of returns on local markets,...
Only Chinese firms with the best financial integrity and corporate governance can be dually listed o...
I study the effect of country-specific sentiment on security prices. I provide evidence that a count...
This paper investigates the link between investor sentiment and stock returns in emerging Asian mark...
This paper examines the extent of return and volatility transfer between American Depository Receipt...
We empirically examine several major determinants of American Depositary Receipts (ADRs) and their u...
Purpose: This study aims to examine the price transmission among ADRs (American Depositary Receipts)...
This study analyzes the process of price discovery for five Taiwanese American Depositary Receipts (...
We examine the price behavior and market activity of the Jardine Group companies after they were del...
Domestic stocks and their American depositary receipts (ADRs) are essentially twin securities listed...
This study examines the mutual return transmissions between ADRs and A-shares for a sample of Chines...
[[abstract]]This paper investigates whether the price discovery ability of American Depository Recei...
The exchange translated price spreads between domestic stocks and their American depositary receipts...
This paper examines how the returns and volatility of Chinese ADRs listed at NYSE are affected by th...
Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed AD...
This paper examines the influence of China’s cross-sectional dispersion of returns on local markets,...
Only Chinese firms with the best financial integrity and corporate governance can be dually listed o...
I study the effect of country-specific sentiment on security prices. I provide evidence that a count...
This paper investigates the link between investor sentiment and stock returns in emerging Asian mark...
This paper examines the extent of return and volatility transfer between American Depository Receipt...
We empirically examine several major determinants of American Depositary Receipts (ADRs) and their u...