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A test of the catering theory of dividends : the case of the Japanese electric appliances industry
Tsuji, Chikashi - In: Journal of management research 2 (2010) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10003996183
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Consumption, aggregate wealth, and expected stock returns in Japan
Tsuji, Chikashi - In: International journal of economics and finance 1 (2009) 2, pp. 123-133
Persistent link: https://www.econbiz.de/10009304442
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A test of dividend policy : the case of the Japanese machinery industry firms
Tsuji, Chikashi - In: International journal of economics and finance 3 (2011) 3, pp. 119-130
Persistent link: https://www.econbiz.de/10009311723
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Corporate solvency and capital structure : the case of the electric appliances industry firms of the Tokyo stock exchange
Tsuji, Chikashi - In: International journal of economics and finance 5 (2013) 6, pp. 46-54
Persistent link: https://www.econbiz.de/10009761833
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Market sentiment deterioration and stock returns : the case of the Japanese electric appliances industry
Tsuji, Chikashi - In: International journal of economics and finance 4 (2012) 6, pp. 63-69
Persistent link: https://www.econbiz.de/10009618612
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Exploring the priced factors in ICAPM in Japan
Tsuji, Chikashi - In: Modern economy 2 (2011) 4, pp. 701-705
Persistent link: https://www.econbiz.de/10009620647
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An international survey of the evidence on the pecking order theory of corporate financing
Tsuji, Chikashi - In: Inventi impact: microfinance & banking (2012) 2, pp. 114-126
Persistent link: https://www.econbiz.de/10009623479
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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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Stock return conjunction in markets with deteriorated sentiment : evidence from the Japanese electric appliances industry
Tsuji, Chikashi - In: Modern economy 3 (2012) 4, pp. 463-468
Persistent link: https://www.econbiz.de/10009705353
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How do the time-varying risk prices behave in Japan? : an investigation with a multivariate GARCH-CAPM approach
Tsuji, Chikashi - In: The open economics journal 1 (2008), pp. 58-63
This paper examines the pricing of month-by-month time-varying risks on the Japanese stock market over the period from 1981 to 2004. Using the multivariate GARCH model, we tested the conditional version of the Sharpe-Lintner-Mossin CAPM. In contrast to previous studies, we derive and focus...
Persistent link: https://www.econbiz.de/10009540708