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Hodoshima, Jiro
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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
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Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927308
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3
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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4
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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6
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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8
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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9
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
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