Sökning: "Guillaume Beaudoux"

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  1. 1. ADR premium, its construction around crisis : To what extent is the ADR premium built by the same variables during a crisis as during a non-crisis period?

    Magister-uppsats, Företagsekonomi

    Författare :Guillaume Beaudoux; William Leau; [2013]
    Nyckelord :Cross-listing; American Depositary Receipts; ADR; Efficient Market Hypothesis; premium; arbitrage; liquidity; exchange rate; US market; VIX; volatility; home market.;

    Sammanfattning : In this thesis, we analyze premium relationship of American depositary receipts (ADR) and their underlying shares. Several researchers have previously identified the main variables influencing the construction of ADR premium of cross-listed companies. LÄS MER