Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

By Lucy F. Ackert, Yisong S. Tian. 2000

129 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b9f937d5724f13fdcf896d58f152a2d6f093e688

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. John McDermott
2. Jeffrey Pontiff
3. S. Hegde
4. R. D. McLean
5. Heiko Jacobs
6. Campbell R. Harvey
7. Kenneth R. Ahern
8. D. Sosyura

In Economics and Econometrics

1. Jeffrey Pontiff
2. S. Hegde

In Finance

1. John McDermott
2. Jeffrey Pontiff
3. S. Hegde
4. R. D. McLean
5. Heiko Jacobs
6. Campbell R. Harvey
7. Kenneth R. Ahern
8. D. Sosyura

Citations in the corpus

• The market liquidity of DIAMONDS, Q's, and their underlying stocks (2004, background): “Like SPDRs (see Ackert and Tian, 2000, 2001; Poterba and Shoven, 2002), both the DIA and Q s have proven especially popular.”
• Costly arbitrage and the myth of idiosyncratic risk (2006, background): “Ackert and Tian (2000) do not investigate the impact of idiosyncratic risk, since their sample does not facilitate a cross-sectional comparison.”