Depositary receipts, country funds, and the peso crash: The intraday evidence

Warren Bailey, Kalok Chan, Y. Peter Chung

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

32 Citations (Scopus)

Abstract

We study the intraday impact of exchange rate news on emerging market American Depositary Receipts (ADRs) and closed-end country funds during the 1994 Mexican peso crisis. Peso exchange-rate changes affect prices and trading volumes of Latin American equities, and some closed-end fund behavior is consistent with "noise trader" theories of small investors. However, there is no evidence that peso depreciation triggers a significant sell-off of non-Mexican securities or that other non-Mexican trading patterns change at times of high peso news flow. Thus, the "Tequila Effect" is largely confined to price changes.
Original languageEnglish
Pages (from-to)2693-2717
JournalJournal of Finance
Volume55
Issue number6
DOIs
Publication statusPublished - 2000
Externally publishedYes

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