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Share price
Japan
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9
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9
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8
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8
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8
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7
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7
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6
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6
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6
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6
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6
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Shintani, Mototsugu
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5
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5
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5
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4
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12
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11
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8
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8
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7
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7
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7
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7
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Asian economies
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Finance India : the quarterly journal of Indian Institute of Finance
6
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
1,051
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1001
Tests of a simple optimizing model of daily price limits on futures contracts
Ackert, Lucy F.
;
Hunter, William Curt
-
1989
Persistent link: https://www.econbiz.de/10000787084
Saved in:
1002
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.
;
Thomas, Stephen
-
1989
Persistent link: https://www.econbiz.de/10000779308
Saved in:
1003
Does Japan import less than it should? : a review of the econometric literature
Takeuchi, Kenji
- In:
Asian economic journal : journal of the East Asian …
3
(
1989
)
2
,
pp. 138-170
Persistent link: https://www.econbiz.de/10001097629
Saved in:
1004
Causality and the Japanese current account
Noland, Marcus
- In:
Asian economic journal : journal of the East Asian …
3
(
1989
)
2
,
pp. 116-137
Persistent link: https://www.econbiz.de/10001097631
Saved in:
1005
Estimating betas on daily data for a small stock market
Berglund, Tom
- In:
Journal of banking & finance
13
(
1989
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10001064750
Saved in:
1006
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
1007
On estimating skewness in stock returns
Lau, Hon-shiang
- In:
Management science : journal of the Institute for …
35
(
1989
)
9
,
pp. 1139-1142
Persistent link: https://www.econbiz.de/10001074223
Saved in:
1008
An econometric analysis of detecting structural changes in the seven major exchange rates with MAIC method : January, 1974 through September, 1986
Akiba, Hiroya
- In:
Journal of international economic integration
4
(
1989
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001151545
Saved in:
1009
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
1010
Recent inflation of land prices in metropolitan areas of Japan : a case study of regional accounting
Nosse, Nobuko
- In:
Kobe economic & business review : annual report
34
(
1989
),
pp. 1-14
Persistent link: https://www.econbiz.de/10001081999
Saved in:
1011
Forecasting stock betas : evidence for the London Stock Exchange
Diacogiannis, George P.
- In:
Spudai / University of Piraeus : journal of economics …
39
(
1989
)
1
,
pp. 92-108
Persistent link: https://www.econbiz.de/10001110143
Saved in:
1012
Parameter variability in the single factor market model : an empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange
Knif, Johan
-
1989
Persistent link: https://www.econbiz.de/10013277883
Saved in:
1013
Does Japan import less than it should?
Takeuchi, Kenji
-
1988
Persistent link: https://www.econbiz.de/10000125476
Saved in:
1014
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
Saved in:
1015
Heterogeneity in panel data : are there stable production functions?
Mairesse, Jacques
;
Griliches, Zvi
-
1988
Persistent link: https://www.econbiz.de/10000755572
Saved in:
1016
Heterogeneity in panel data : are there stable production functions?
Mairesse, Jacques
;
Griliches, Zvi
-
1988
Persistent link: https://www.econbiz.de/10000757874
Saved in:
1017
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
;
Nelson, Charles R.
;
Startz, Richard
-
1988
Persistent link: https://www.econbiz.de/10000759184
Saved in:
1018
Japan's demand for long-term external financial assets in the 1980s
Kawai, Masahiro
-
1988
Persistent link: https://www.econbiz.de/10000762150
Saved in:
1019
A test of nonlinearity in aggregate consumption function : evidences from Japan, Korea, The Philippines and Pakistan
Pant, Hom Moorti
-
1988
Persistent link: https://www.econbiz.de/10000781203
Saved in:
1020
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
Saved in:
1021
Estimating the dependence structure of share prices : a comparative study of the United States and Japan
Eun, Cheol S.
- In:
The financial review : the official publication of the …
23
(
1988
)
4
,
pp. 387-401
Persistent link: https://www.econbiz.de/10001061433
Saved in:
1022
Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
Saved in:
1023
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
1024
Japan's demand for long-term external financial assets in the 1980s
Kawai, Masahiro
- In:
Annals of the Institute of Social Science
30
(
1989
),
pp. 89-141
Persistent link: https://www.econbiz.de/10001076241
Saved in:
1025
Expected inflation : an empirical study
Hirayama, Kenjiro
- In:
Review of economics and business
16
(
1988
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001151694
Saved in:
1026
Tests of multiple causality among monetary and fiscal aggregates and stock prices
Talwar, Prem P.
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001057086
Saved in:
1027
Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W.
- In:
Belgian journal of operations research, statistics and …
28
(
1988
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001076736
Saved in:
1028
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
Saved in:
1029
Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
Saved in:
1030
Statistical inference of functional forms for income distribution
Atoda, Naosumi
- In:
The economic studies quarterly : the journal of the …
39
(
1988
)
1
,
pp. 14-40
Persistent link: https://www.econbiz.de/10001057784
Saved in:
1031
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
1032
Hétérogénéité et panels : y a-t-il des fonctions de production stables?
Mairesse, Jacques
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 1013-1054)
.
1988
Persistent link: https://www.econbiz.de/10001271471
Saved in:
1033
Determinants of inflation : the estimation of arch models for six OECD countries
Abdul Fatah Che Hamat
-
1987
Persistent link: https://www.econbiz.de/10000776763
Saved in:
1034
Does Japan import too little : closed markets or minds?
Lawrence, Robert Z.
- In:
Tokyo Club papers
1
(
1988
)
2
,
pp. 31-65
Persistent link: https://www.econbiz.de/10001066239
Saved in:
1035
Using aggregate data to estimate the part-time and full-time work behavior of Japanese women
Yamada, Tadashi
- In:
Journal of human resources : JHR
22
(
1987
)
4
,
pp. 574-583
Persistent link: https://www.econbiz.de/10001037045
Saved in:
1036
The influence of market conditions on event-study residuals
Klein, April
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 345-351
Persistent link: https://www.econbiz.de/10001037474
Saved in:
1037
Nonstationary covariance structure of detrended economic time series : a time varying model approach
Naniwa, Sadao
- In:
Monetary and economic studies
5
(
1987
)
1
,
pp. 217-270
Persistent link: https://www.econbiz.de/10001023837
Saved in:
1038
On the prediction of the implied standard deviation
Brenner, Menachem
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 167-177
Persistent link: https://www.econbiz.de/10001081781
Saved in:
1039
Estimating betas on daily data for a small stock market
Berglund, Tom
;
Liljeblom, Eva
;
Löflund, Anders
-
1987
Persistent link: https://www.econbiz.de/10003488798
Saved in:
1040
Estimating betas on daily data for a small stock market
Berglund, Tom
-
1987
Persistent link: https://www.econbiz.de/10013400702
Saved in:
1041
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
1042
Evaluating project delay : power plant siting in Japan
Lesbirel, S. Hayden
-
1986
Persistent link: https://www.econbiz.de/10000748527
Saved in:
1043
Period parity progression measures of fertility in Japan
Feeney, Griffith
-
1986
Persistent link: https://www.econbiz.de/10000806836
Saved in:
1044
Details of agricultural protection estimates : 1955 - 82
Anderson, Kym
(
contributor
)
- In:
The political economy of agricultural protection : East …
,
(pp. 123-145)
.
1986
Persistent link: https://www.econbiz.de/10001262387
Saved in:
1045
The model dependence of relative mean-square error tests for market efficiency
Joerding, Wayne H.
- In:
Journal of economics & business
38
(
1986
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001015485
Saved in:
1046
Stock returns and inflation : an econometric study based on pooled time-series and cross-sectional data
Liu, Ya-chiu A.
-
1986
Persistent link: https://www.econbiz.de/10000731125
Saved in:
1047
Reexamination of empirical studies using Granger Causality : "causality" between money supply and nominal income
Okina, Kunio
- In:
Monetary and economic studies
3
(
1985
)
3
,
pp. 129-162
Persistent link: https://www.econbiz.de/10001006963
Saved in:
1048
Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William
- In:
Journal of banking & finance
9
(
1985
)
3
,
pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
Saved in:
1049
Forecasting for portfolio selection with a microcomputer
Hansmann, Karl-Werner
;
Zetsche, Wolfgang
-
Institut für Industriebetriebsforschung <Hamburg>
-
1985
Persistent link: https://www.econbiz.de/10000727717
Saved in:
1050
Information content of management forecasts : risk shift and mean earnings shift effects on equilibrium security prices
Gift, Michael Joseph
-
1983
Persistent link: https://www.econbiz.de/10000700227
Saved in:
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