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Showing 1 to 1 of 1 for “"Return Transfer"”.
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Two Essays on the Role of Information in the Interaction between American Depository Receipts and Their Home Shares: Information Transfer and Issuer Decisions
… Specifically, the first essay examines the return and volatility transfers between ADRs and their underlying home shares. Our investigation differs from the previous studies in that we cover substantially more countries and that we attempt to explain the variations in the extents of transfer …