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Forecasting international equity market volatility : a new approach

Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457

Persistent link: https://www.econbiz.de/10013465704

Do investors value shareholder perks? : evidence from Japan

Huang, Wei; Rhee, S. Ghon; Suzuki, Katsushi; Yasutake, Taeko - In: Journal of banking & finance 143 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013533438

An Empirical Investigation of Stock Markets : The CCF Approach

Hamori, Shigeyuki - 2003

literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross … prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF …

Persistent link: https://www.econbiz.de/10013519455

Empirical Studies on Volatility in International Stock Markets

Hol, Eugenie M. J. H. - 2003

Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model,...

Persistent link: https://www.econbiz.de/10013520213

Liquidity shock and stock returns in the Japanese equity market

Iwanaga, Yasuhiro; Hirose, Takehide - In: Pacific-Basin finance journal 75 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552550

The announcement effects of a change in the Bank of Japan's ETF purchase program : an event study

Katagiri, Mitsuru; Shino, Junnosuke; Takahashi, Koji - In: Finance research letters 50 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014239972

The effect of dividend smoothing on bond spreads : evidence from Japan

Aoki, Yasuharu - In: International review of economics & finance : IREF 85 (2023), pp. 621-637

Persistent link: https://www.econbiz.de/10014428240

Impacts of oil shocks on stock markets in Norway and Japan : does monetary policy's effectiveness matter?

Roudari, Soheil; Mensi, Walid; Al Kharusi, Sami; … - In: International economics : a journal published by CEPII … 173 (2023), pp. 343-358

Persistent link: https://www.econbiz.de/10014373838

The stock market reaction to the 2020 Tokyo Olympics : evidence from Japanese sponsors and Taiwanese Olympic-related firms

Lu, Huei-Fu - In: International journal of sport finance 18 (2023) 3, pp. 133-149

Persistent link: https://www.econbiz.de/10014367275

The global determinants of international equity risk premiums

Londono, Juan M.; Xu, Nancy R. - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 6374-6394

Persistent link: https://www.econbiz.de/10015138071