Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt
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DOI: 10.1016/j.intfin.2017.09.026
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- Juan Pablo Gutierrez Pineda & Daniel Perez Liston, 2021. "The Effect of U.S. Investor Sentiment on Cross-Listed Securities Returns: A High-Frequency Approach," JRFM, MDPI, vol. 14(10), pages 1-15, October.
- Yuan Li & Yu Zhang, 2021. "Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies," SAGE Open, , vol. 11(2), pages 21582440211, June.
- Muhammad Ahad & Zaheer Anwer, 2022. "Do movements in macroeconomic determinants affect American depository receipt prices? Evidence from France," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1700-1710, April.
- Muhammad Ahad & Ijaz ur Rehman & Fiza Qureshi & Waqas Hanif & Zaheer Anwer, 2018. "Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 703-727, November.
- Erdemlioglu, Deniz & Joliet, Robert, 2019.
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- Deniz Erdemlioglu & Robert Joliet, 2019. "Long-term asset allocation, risk tolerance and market sentiment," Post-Print hal-02510242, HAL.
- Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022. "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
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Keywords
American Depository Receipt; Asset pricing; Idiosyncratic risk; Investor sentiment;All these keywords.
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