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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
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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
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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
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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
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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
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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
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Exploring return transmission in Asian stock markets
Tsuji, Chikashi - In: Journal of management research 11 (2019) 4, pp. 48-59
Persistent link: https://www.econbiz.de/10012156614
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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
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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
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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