| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w21054 |
| 来源ID | Working Paper 21054 |
| Do Foreign Firm Betas Change During Cross-listing? | |
| Karen K. Lewis | |
| 发表日期 | 2015-03-30 |
| 出版年 | 2015 |
| 语种 | 英语 |
| 摘要 | The reaction of foreign stocks to cross-listing events has been documented in an extensive literature, finding that the betas of these stocks change over time. In this paper, I use stock return data for foreign companies listed on U.S. exchanges to ask whether the betas changed at all and, if so, on what date. While betas for most of these companies indeed change over their sample, the evidence shows that these changes arise from greater integration between their home markets and the U.S. Moreover, of the remaining companies, the betas change significantly after, not during, the cross-listing event. |
| 主题 | International Economics ; Trade ; Financial Economics ; Financial Markets |
| URL | https://www.nber.org/papers/w21054 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/578726 |
| 推荐引用方式 GB/T 7714 | Karen K. Lewis. Do Foreign Firm Betas Change During Cross-listing?. 2015. |
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