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Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: April 25, 2025

Persistent link: https://www.econbiz.de/10015397670

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: March 27, 2025

Persistent link: https://www.econbiz.de/10015371002

A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

empirical analysis, the RV of returns of the Tokyo stock price index and five individual stocks of TOPIX 30 is used as the …

Persistent link: https://www.econbiz.de/10014480965

Sustainable finance in Japan

Schumacher, Kim; Chenet, Hugues; Volz, Ulrich - 2020

This paper examines the emergent role of sustainable finance and investment in Japan and scrutinizes the need for the Japanese financial system to mitigate growing climate risks and support the transition of the Japanese economy to a low-carbon, sustainable pathway. It first illustrates Japan's...

Persistent link: https://www.econbiz.de/10012609978

Sustainable finance in Japan

Schumacher, Kim; Chenet, Hugues; Volz, Ulrich - 2020

Persistent link: https://www.econbiz.de/10012171752

Japanese Stock Markets and the US Stock Price Index Ratios

Tsuji, Chikashi - In: Applied Economics and Finance 1 (2014) 2, pp. 37-47

&P 500, and NASDAQ Composite indices are statistically significantly positively influenced by the returns of TOPIX and the … positively influenced by the returns of TOPIX and the Nikkei 225 while the changes of the Dow Jones-S&P 500 (DS) ratio and the … Dow Jones-NASDAQ (DN) ratio are statistically significantly negatively influenced by the returns of TOPIX and the Nikkei …

Persistent link: https://www.econbiz.de/10011163342

Are Real Assets Priced Internationally? Evidence from the Art Market

Wieand, Kenneth; Donaldson, Jeff; Quintero, Socorro - In: Multinational Finance Journal 2 (1998) 3, pp. 167-187

the S&P500 and Topix stock market indices. The art-price index is heteroskedastic and autocorrelated. When the log …-returns to art are compared to log-price returns to the S&P500 and TOPIX stock indices, a single common long-term stochastic …-changes of the TOPIX index, only. …

Persistent link: https://www.econbiz.de/10010937109

Testing Asset Pricing Models: The Case of Athens Stock Exchange

Demos, Antonis; Parissi, Sofia - In: Multinational Finance Journal 2 (1998) 3, pp. 189-223

This article applies a conditionally heteroskedastic asset pricing model to describe the time variation in the first and second moments of asset returns in an interdependent way in the emerging capital market of Greece. Depending on the observability of the factors and under the chosen...

Persistent link: https://www.econbiz.de/10010937942