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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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Intraday patterns of price clustering in Bitcoin
Ma, Donglian; Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25
In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in BTC/JPY transactions, and the other is how the scale of...
Persistent link: https://www.econbiz.de/10012798841
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A study on the level of market efficiency based on CSI 300 and 300 constituent stocks
Duan, Guoxi; Tanizaki, Hisashi - 2021
Persistent link: https://www.econbiz.de/10012799614
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A study on the level of market efficiency in five markets
Duan, Guoxi; Tanizaki, Hisashi - 2021
Persistent link: https://www.econbiz.de/10012799618
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The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
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Financial market linkage in East Asian countries
Shiotani, Kyosuke; Matsubayashi, Yoichi - In: Global linkages and economic rebalancing in East Asia, (pp. 43-63). 2013
Persistent link: https://www.econbiz.de/10009711334
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Quantitative easing policy, exchange rates and business activity by industry in japan from 2001 to 2006
Ijiri, Hiroyuki; Matsubayashi, Yoichi - In: The Singapore economic review 68 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014279081
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On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10001187762
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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
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Seasonality and stock returns : some evidence from Japan
Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 13 (2001) 4, pp. 463-481
Persistent link: https://www.econbiz.de/10001637783