Estimation of the common and country-specific shock to stock prices
Tsutsui, Yoshiro, Hirayama, Kenjiro
Published in Journal of the Japanese and international economies (01.09.2005)
Published in Journal of the Japanese and international economies (01.09.2005)
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Journal Article
Special Quotes Invoke Autocorrelation in Japanese Stock Prices
Tsutsui, Yoshiro, Hirayama, Kenjiro, Tanaka, Takahiro, Uesugi, Nobutaka
Published in Asian economic journal (01.12.2007)
Published in Asian economic journal (01.12.2007)
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Journal Article
The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects: Chinese Stock Market Does Not React to Japanese Market
Nishimura, Yusaku, Tsutsui, Yoshiro, Hirayama, Kenjiro
Published in Japanese economic review (Oxford, England) (01.09.2016)
Published in Japanese economic review (Oxford, England) (01.09.2016)
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Journal Article
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH-FREQUENCY DATA: Y. Tsutsui and K. Hirayama: Mutual Reactions of Tokyo and New York Stock Prices
TSUTSUI, YOSHIRO, HIRAYAMA, KENJIRO
Published in Japanese economic review (Oxford, England) (01.06.2010)
Published in Japanese economic review (Oxford, England) (01.06.2010)
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Journal Article