The pricing of foreign exchange risk: Evidence from ADRS
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- Bin, Feng-Shun & Morris, Gay B. & Chen, Dar-Hsin, 2003. "Effects of exchange-rate and interest-rate risk on ADR pricing behavior," The North American Journal of Economics and Finance, Elsevier, vol. 14(2), pages 241-262, August.
- Mark Schaub & Todd A. Brown, 2015. "Long Term Adr Performance: How Do Regional Issues Listed On The Nyse Compare To Us And Regional Index Returns?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(3), pages 45-58.
- Blau, Benjamin M., 2018. "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 299-311.
- Mark Schaub, 2018. "Country and Industry-Level Performance of NASDAQ-Listed European and Asia Pacific ADRs," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(6), pages 122-126, June.
- Omar Esqueda & Yongli Luo & Dave Jackson, 2015. "The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 541-556, July.
- Mark Schaub, 2017. "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 511-515, December.
- Mpoha, Salifya & Bonga-Bonga, Lumengo, 2020. "Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies," MPRA Paper 99597, University Library of Munich, Germany.
- Fang, Hsing & Loo, Jean C. H., 2002. "Pricing of American Depositary Receipts under Market Segmentation," Global Finance Journal, Elsevier, vol. 13(2), pages 237-252.
- Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin, 2004. "Valuation impact of currency crises: Evidence from the ADR market," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 411-432.
- Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2017. "The asymmetric impact of currency purchasing power imparities on ADR mispricing," Journal of Multinational Financial Management, Elsevier, vol. 42, pages 74-94.
- Mr. Abdourahmane Sarr, 2001. "Benefits of Compliance with Securities Listing Standards: Evidence From the Depository Receipt Market," IMF Working Papers 2001/079, International Monetary Fund.
- Katty Perez Aquino & Sunil Poshakwale, 2006. "Price determinants of American Depositary Receipts (ADR): a cross-sectional analysis of panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 16(16), pages 1225-1237.
- Omar Esqueda & Dave Jackson, 2012. "Currency depreciation effects on ADR returns: evidence from Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 691-711, July.
- Alma Hales, 2015. "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 661-678, October.
- Roevekamp, Ingmar, 2021. "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, vol. 110(C).
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