Similar Search Results - EconBiz

The extreme decline of investor sentiment and market efficiency : evidence from the electric appliances industry in Japan

Tsuji, Chikashi - In: Journal of management research 4 (2012) 2, pp. 216-225

Persistent link: https://www.econbiz.de/10009725868

How do the time-varying risk prices behave in Japan? : an investigation with a multivariate GARCH-CAPM approach

Tsuji, Chikashi - In: The open economics journal 1 (2008), pp. 58-63

This paper examines the pricing of month-by-month time-varying risks on the Japanese stock market over the period from 1981 to 2004. Using the multivariate GARCH model, we tested the conditional version of the Sharpe-Lintner-Mossin CAPM. In contrast to previous studies, we derive and focus...

Persistent link: https://www.econbiz.de/10009540708

Empirical modeling of the government and corporate bond yields : the case of Japan

Tsuji, Chikashi - In: Journal of management research 7 (2015) 3, pp. 1-13

Persistent link: https://www.econbiz.de/10010514435

Value premium and portfolio return regime : evidence from European equities

Tsuji, Chikashi - In: Modern economy 9 (2018) 3, pp. 434-442

Persistent link: https://www.econbiz.de/10011870390

A quantitative investigation of the time-varying beta of the international CAPM : the case of North American and European equity portfolios

Tsuji, Chikashi - In: Journal of management research 9 (2017) 2, pp. 104-112

Persistent link: https://www.econbiz.de/10011671575

An investigation of the recent linkages of consumer prices in Japan

Tsuji, Chikashi - In: International journal of financial research 7 (2016) 1, pp. 9-17

Persistent link: https://www.econbiz.de/10011560825

The anomalous stock market behavior of big and low book-to-market equity firms in April : new evidence from Japan

Tsuji, Chikashi - In: The open business journal 2 (2009) 1, pp. 54-63

Persistent link: https://www.econbiz.de/10009582343

Do industries lead Fama-French factor returns in Japan?

Tsuji, Chikashi - In: The open business journal 1 (2008) 1, pp. 34-39

Persistent link: https://www.econbiz.de/10009582359

A discussion on the signaling hypothesis of dividend policy

Tsuji, Chikashi - In: The open business journal 5 (2012) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10009582456

Exploring the corporate dividend payment behavior of the Japanese chemicals industry firms

Tsuji, Chikashi - In: The open business journal 4 (2011) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009582739

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