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    • Does ADR listing affect the dynamics of volatility in emerging markets? 

      Umutlu, M.; Altay-Salih, A.; Akdeniz, L. (Univerzita Karlova v Praze, 2010)
      This paper analyzes the time-series variation in the return volatility of non-US stocks from emerging markets that are cross-listed on US exchanges. Unlike previous studies in the cross-listing literature, return volatility ...