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Filtering by: Advisor Yang, Jiawen Committee Member Ayyagari, Meghana GW Unit Business Administration

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Essays on ADR Pricing

Description:

This dissertation is an empirical research on pricing American Depository Receipts (ADRs). It addresses questions on the relationships of exchange-listed ADRs with the US market portfolio, home market portfolio and exchange rate changes. Furthermore, it touches upon the two-market puzzle for...

Author:

He, Hui

Keyword:

American Depository Receipts, Conditional CAPM, and Regime Switching

GW Unit:

Business Administration

Degree:

Ph.D.

Advisor:

Yang, Jiawen

Committee Member(s):

Duan, Wenjing, Savickas, Robert, Soyer, Refik, and Ayyagari, Meghana

Resource Type:

Thesis or Dissertation