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An analysis of Japanese stock return dynamics conditional on US Monday holiday closures
Hiraki, Takato, (2000)
Multivariate time series study of excess returns on equity and foreign exchange markets
Li, Hong, (1995)
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben, (1995)
The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato, (1995)
Day-of-the-week mean spillover effects between New York and Tokyo : January 1976 to August 1992 ; a note
Hiraki, Takato, (1994)