COUNTRY-SPECIFIC INVESTOR ATTENTION AND ADR MISPRICING

This paper examines the effect of country-specific investor attention on ADR mispricing. Investor attention is measured by the amount of traffic a country’s Wikipedia profile page receives. A two-stage least squares (2SLS) regression is employed to examine the relationship between investor attentio...

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Bibliographic Details
Main Authors: Juan Gutierrez, Daniel Perez, Andre Vianna
Format: Article
Language:English
Published: Tuwhera Open Access Publisher 2023-11-01
Series:Applied Finance Letters
Online Access:https://ojs.aut.ac.nz/applied-finance-letters/article/view/680