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Correlations in price changes...
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ECONIS (ZBW)
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1
Correlations in price changes and volatility across international stock markets
Hamao, Yasushi
- In:
The review of financial studies
3
(
1990
)
2
,
pp. 281-307
Persistent link: https://www.econbiz.de/10001105900
Saved in:
2
Japanese stocks, bonds, bills, and inflation, 1973 - 87
Hamao, Yasushi
- In:
The journal of portfolio management : a publication of …
15
(
1989
)
2
,
pp. 20-26
Persistent link: https://www.econbiz.de/10001114923
Saved in:
3
A standard data base for the analysis of Japanese security markets
Hamao, Yasushi
- In:
The journal of business : B
64
(
1991
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10001102344
Saved in:
4
Securities trading in the absence of dealers : trades and quotes on the Tokyo Stock Exchange
Hamao, Yasushi
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 849-878
Persistent link: https://www.econbiz.de/10001188912
Saved in:
5
Can fundamentals predict Japanese stock returns?
Chan, Louis K. C.
- In:
Financial analysts' journal : FAJ
49
(
1993
)
4
,
pp. 63-69
Persistent link: https://www.econbiz.de/10015139268
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6
Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Melvin, Michael
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
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7
Tick size change and liquidity provision for Japanese stock trading near [Yen] 1000
Cai, Jun
;
Hamao, Yasushi
;
Ho, Richard Yan-ki
- In:
Japan and the world economy : international journal of …
20
(
2008
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003685856
Saved in:
8
Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash
Masulis, Ronald W.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 365-378
Persistent link: https://www.econbiz.de/10001190313
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9
Repurchase tender offers and earnings information
Dann, Larry York
- In:
Journal of accounting & economics
14
(
1991
)
3
,
pp. 217-251
Persistent link: https://www.econbiz.de/10001111182
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10
Trading activity and stock price volatility : evidence from the London Stock Exchange
Huang, Roger D.
;
Masulis, Ronald W.
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 249-269
Persistent link: https://www.econbiz.de/10001752103
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