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The robustness of asset pricing models: Coskewness and cokurtosis
Ando, Masakazu; Hodoshima, Jiro - In: Finance Research Letters 3 (2006) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10005397454
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The class of BAN estimators of a single structural equation with structural change
HODOSHIMA, Jiro - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927308
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Estimation of a single structural equation with structural change
HODOSHIMA, Jiro - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927398
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MARKET ANOMALIES - Does Size Really Matter in Japan? - Among firms of similar cash flows, those with higher risk have lower market values and higher returns
Garza-Gomez, Xavier; Hodoshima, Jiro; Kunimura, Michio - In: Financial analysts' journal : FAJ 19980, pp. 22-34
Persistent link: https://www.econbiz.de/10006359146
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MARKET ANOMALIES - Does Size Really Matter in Japan? - Among firms of similar cash flows, those with higher risk have lower market values and higher returns
Garza-Gomez, Xavier; Hodoshima, Jiro; Kunimura, Michio - In: Financial analysts' journal : FAJ 54 (1998) 6, pp. 22-34
Persistent link: https://www.econbiz.de/10006301659
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Cross-sectional regression analysis of return and beta in Japan
Hodoshima, Jiro; Garza-Gomez, Xavier; Kunimura, Michio - In: Journal of economics and business 52 (2000) 6, pp. 515
Persistent link: https://www.econbiz.de/10005954043
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Cross-sectional regression analysis of return and beta in Japan
Hodoshima, Jiro; Garza-Gomez, Xavier; Kunimura, Michio - In: Journal of Economics and Business 52 (2000) 6, pp. 515-533
Persistent link: https://www.econbiz.de/10005301838
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Finite-sample properties of single-equation estimators under structural change
Hodoshima, Jiro - In: Journal of Econometrics 53 (1992) 1-3, pp. 189-209
Persistent link: https://www.econbiz.de/10005239023
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The class of ban estimators of a single structural equation with structural change
Hodoshima, Jiro - In: Economics Letters 25 (1987) 4, pp. 339-344
Persistent link: https://www.econbiz.de/10005257748
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A note on bootstrapped White's test for heteroskedasticity in regression models
Ando, Masakazu; Hodoshima, Jiro - In: Economics Letters 97 (2007) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10005270367