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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

Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets

Tsuji, Chikashi - In: Journal of management research 11 (2019) 2, pp. 30-44

Persistent link: https://www.econbiz.de/10011993943

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

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

How are structural breaks related to stock return volatility persistence? : evidence from China and Japan

Tsuji, Chikashi - In: Modern economy 9 (2018) 10, pp. 1635-1643

Persistent link: https://www.econbiz.de/10011958946

Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses

Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185

Persistent link: https://www.econbiz.de/10012101322

Did the expectations channel work? : evidence from quantitative easing in Japan, 2001-06

Tsuji, Chikashi - In: Cogent economics & finance 4 (2016) 1, pp. 1-28

The Japanese economy experienced a prolonged period of quantitative easing (QE) over the five years from March 2001 to March 2006. The purpose of this paper is to evaluate the direct and exclusive effects of this rather unconventional monetary policy on financial markets, economic activity, and...

Persistent link: https://www.econbiz.de/10011531114

Empirical investigations on the relationship among liquidity, trading volume, volatility, and return

Tsuji, Chikashi - In: Ōsaka Daigaku keizaigaku 52 (2002) 2, pp. 77-93

Persistent link: https://www.econbiz.de/10001733943

Does the term structure predict real economic activity in Japan?

Tsuji, Chikashi - In: Applied financial economics letters 1 (2005) 4, pp. 249-257

Persistent link: https://www.econbiz.de/10003016832