Amanote Research

Amanote Research

    RegisterSign In

Price Discovery Study of Chinese ADRs on Global Markets

Journal of Finance and Economics
doi 10.12691/jfe-6-1-5
Full Text
Open PDF
Abstract

Available in full text

Date

February 5, 2018

Authors
Yongli LuoChangxian Lan
Publisher

Science and Education Publishing Co., Ltd.


Related search

Intraday Price Discovery in Fragmented Markets

Journal of Financial Markets
EconomicsEconometricsFinance
2017English

Intraday Price Discovery in Fragmented Markets

SSRN Electronic Journal
2014English

News-Specific Price Discovery in Credit Default Swap Markets

Financial Management
AccountingEconomicsEconometricsFinance
2015English

Price Discovery in Dual-Class Shares Across Multiple Markets

Journal of Futures Markets
ManagementFinanceBusinessEconomicsAccountingEconometrics
2017English

One Security, Many Markets: Determining the Contributions to Price Discovery

Journal of Finance
AccountingEconomicsEconometricsFinance
1995English

Why Is Price Discovery in Credit Default Swap Markets News-Specific?

SSRN Electronic Journal
2012English

Price Discovery in Thinly Traded Futures Markets: How Thin Is Too Thin?

Journal of Futures Markets
ManagementFinanceBusinessEconomicsAccountingEconometrics
2015English

The Impact of the Global Financial Crisis on the Integration of the Chinese and Indonesian Stock Markets

International Journal of Economics and Finance
2013English

Residential Property Price Indices on Small Property Markets

Real Estate Management and Valuation
ManagementFinanceMarketingEconomicsStrategyEconometrics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy