Return-Volatility Spillover and Foreign Operations of Dually-Listed Global Firms

Dongcheol Kim and Dong-Soon Kim

Hitotsubashi Journal of Economics, 2007, vol. 48, issue 1, 1-24

Keywords: information ransmission; ADRs; underlying stocks; returns; volatility; Asian financial crisis; GARCH (search for similar items in EconPapers)
JEL-codes: C22 F36 G15 (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:hit:hitjec:v:48:y:2007:i:1:p:1-24

DOI: 10.15057/13791

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