Limited investor attention and the mispricing of American Depositary Receipts

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 3
Pages: 490-492

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I test whether more investor attention leads to a better exploitation of arbitrage opportunities and, in turn, to less mispricing of American Depositary Receipts (ADRs). Using data on 536 stocks I find that more investor attention significantly reduces ADR mispricing.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:3:p:490-492
Journal Field
General
Author Count
1
Added to Database
2026-01-25