Examining Efficiencies of Indian ADRs and their Underlying Stocks
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DOI: 10.1177/0972150916666948
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Cited by:
- Alexander Ayertey Odonkor & Emmanuel Nkrumah Ababio & Emmanuel Amoah- Darkwah & Richard Andoh, 2022. "Stock Returns and Long-range Dependence," Global Business Review, International Management Institute, vol. 23(1), pages 37-47, February.
- Sashikanta Khuntia & J. K. Pattanayak, 2020. "Evolving Efficiency of Exchange Rate Movement: An Evidence from Indian Foreign Exchange Market," Global Business Review, International Management Institute, vol. 21(4), pages 956-969, August.
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Keywords
Long-range dependence; Indian ADRs; Hurst exponent; AR-GARCH; efficient market hypothesis; emerging market;All these keywords.
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