Estratégia de arbitragem entre ações brasileiras e suas ADRs: a resposta dos dados intraday

This article seeks to identify if there are arbitrage opportunities between Brazilian companies' stocks listed on BOVESPA and theirs ADRs traded on NYSE. On a liquidity-based criterion, 24 stocks with 1-minute trading intervals price on a three-month period were selected. The t test was perform...

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Veröffentlicht in:	Revista brasileira de economia de empresas 2012-07, Vol.12 (2), p.53
Hauptverfasser:	Chiara, Marco Modotte, Ferreira, Rafael Silva, Nunes, Ricardo Machado, dos Reis, Yuri Azevedo Pinto
Format:	Artikel
Sprache:	por ; spa
Schlagworte:	American Depositary Receipts Arbitrage Stock exchanges Studies Testes Transaction costs
Online-Zugang:	Volltext
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