FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3021902828> ?p ?o ?g. }

• W3021902828 abstract "In a return commonality framework, the authors estimate portfolio betas associated with changes in returns of 15 Chinese ADRs and their underlying H-shares, where the portfolios denote hosts (NYSE and SHSE) and home (Hang Seng) markets, and their returns are common determinants of ADRs and H-shares returns. In addition, the authors test whether returns on ADRs and H-shares portfolios determine their component ADRs and H-shares returns. Using a quantile regression methodology, the authors estimate those betas for four sample quartiles. The authors’ results indicate an asymmetric impact of changes in portfolio returns on changes in ADR and H-share returns; further, the asymmetries are enhanced across return quartiles. The authors interpret the market impact on ADR and H-share returns as denoting investor sentiments. TOPICS:Fundamental equity analysis, accounting and ratio analysis, technical analysis Key Findings • This article highlights the asymmetry in return distributions for ADRs and their underlying H-shares when means and variances of returns are considered. • Investor sentiment denoted by index returns asymmetrically impact ADR and H-share returns." @default.
• W3021902828 created "2020-05-13" @default.
• W3021902828 creator A5000962769 @default.
• W3021902828 creator A5064466005 @default.
• W3021902828 date "2020-04-29" @default.
• W3021902828 modified "2023-10-16" @default.
• W3021902828 title "Return Commonality in Cross Listings: Evidence from Hong Kong ADRs" @default.
• W3021902828 cites W1194886648 @default.
• W3021902828 cites W1602613182 @default.
• W3021902828 cites W1708017344 @default.
• W3021902828 cites W1918214818 @default.
• W3021902828 cites W1927543717 @default.
• W3021902828 cites W1981515314 @default.
• W3021902828 cites W1982981419 @default.
• W3021902828 cites W1988697769 @default.
• W3021902828 cites W1997246417 @default.
• W3021902828 cites W2006632042 @default.
• W3021902828 cites W2011659382 @default.
• W3021902828 cites W2014446383 @default.
• W3021902828 cites W2017823512 @default.
• W3021902828 cites W2027427047 @default.
• W3021902828 cites W2043800282 @default.
• W3021902828 cites W2044162571 @default.
• W3021902828 cites W2065967564 @default.
• W3021902828 cites W2070117201 @default.
• W3021902828 cites W2076036000 @default.
• W3021902828 cites W2076140567 @default.
• W3021902828 cites W2076526708 @default.
• W3021902828 cites W2083784728 @default.
• W3021902828 cites W2102028590 @default.
• W3021902828 cites W2102452379 @default.
• W3021902828 cites W2134710236 @default.
• W3021902828 cites W2136410162 @default.
• W3021902828 cites W2169787089 @default.
• W3021902828 cites W2171360385 @default.
• W3021902828 cites W3121467893 @default.
• W3021902828 cites W3121794794 @default.
• W3021902828 cites W3122978561 @default.
• W3021902828 cites W3122983783 @default.
• W3021902828 cites W3123197681 @default.
• W3021902828 cites W3123538056 @default.
• W3021902828 cites W3123728921 @default.
• W3021902828 cites W3123998826 @default.
• W3021902828 cites W3124342336 @default.
• W3021902828 cites W3124415125 @default.
• W3021902828 cites W3124650323 @default.
• W3021902828 cites W3124986135 @default.
• W3021902828 cites W3125304686 @default.
• W3021902828 cites W3125392522 @default.
• W3021902828 cites W3125468182 @default.
• W3021902828 cites W3126000807 @default.
• W3021902828 cites W392032826 @default.
• W3021902828 cites W1658649020 @default.
• W3021902828 cites W3125090881 @default.
• W3021902828 doi "https://doi.org/10.3905/jii.2020.1.088" @default.
• W3021902828 hasPublicationYear "2020" @default.
• W3021902828 type Work @default.
• W3021902828 sameAs 3021902828 @default.
• W3021902828 citedByCount "1" @default.
• W3021902828 countsByYear W30219028282020 @default.
• W3021902828 crossrefType "journal-article" @default.
• W3021902828 hasAuthorship W3021902828A5000962769 @default.
• W3021902828 hasAuthorship W3021902828A5064466005 @default.
• W3021902828 hasConcept C105795698 @default.
• W3021902828 hasConcept C106159729 @default.
• W3021902828 hasConcept C118671147 @default.
• W3021902828 hasConcept C144133560 @default.
• W3021902828 hasConcept C149782125 @default.
• W3021902828 hasConcept C151730666 @default.
• W3021902828 hasConcept C162324750 @default.
• W3021902828 hasConcept C17744445 @default.
• W3021902828 hasConcept C199539241 @default.
• W3021902828 hasConcept C199728807 @default.
• W3021902828 hasConcept C2779343474 @default.
• W3021902828 hasConcept C2780821815 @default.
• W3021902828 hasConcept C2991665230 @default.
• W3021902828 hasConcept C33923547 @default.
• W3021902828 hasConcept C44249647 @default.
• W3021902828 hasConcept C68443243 @default.
• W3021902828 hasConcept C86803240 @default.
• W3021902828 hasConceptScore W3021902828C105795698 @default.
• W3021902828 hasConceptScore W3021902828C106159729 @default.
• W3021902828 hasConceptScore W3021902828C118671147 @default.
• W3021902828 hasConceptScore W3021902828C144133560 @default.
• W3021902828 hasConceptScore W3021902828C149782125 @default.
• W3021902828 hasConceptScore W3021902828C151730666 @default.
• W3021902828 hasConceptScore W3021902828C162324750 @default.
• W3021902828 hasConceptScore W3021902828C17744445 @default.
• W3021902828 hasConceptScore W3021902828C199539241 @default.
• W3021902828 hasConceptScore W3021902828C199728807 @default.
• W3021902828 hasConceptScore W3021902828C2779343474 @default.
• W3021902828 hasConceptScore W3021902828C2780821815 @default.
• W3021902828 hasConceptScore W3021902828C2991665230 @default.
• W3021902828 hasConceptScore W3021902828C33923547 @default.
• W3021902828 hasConceptScore W3021902828C44249647 @default.
• W3021902828 hasConceptScore W3021902828C68443243 @default.
• W3021902828 hasConceptScore W3021902828C86803240 @default.
• W3021902828 hasLocation W30219028281 @default.
• W3021902828 hasOpenAccess W3021902828 @default.
• W3021902828 hasPrimaryLocation W30219028281 @default.

• next