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ESG disclosures and stock price crash risk
Murata, Rio; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 14 (2021) 2/70, pp. 1-20
In this study, we investigate the relationship between environmental, social, and governance (ESG) disclosures and stock price crash risk. A stock price crash is a dreadful event for market participants. Thus, exploring stock price crash determinants is helpful for investment decisions and risk...
Persistent link: https://www.econbiz.de/10012484063
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Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.; Hamori, Shigeyuki - In: Applied economics letters 23 (2016) 1/3, pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
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Seasonality and purchasing power parity
Hamori, Shigeyuki; Tokihisa, Akira - In: Asian economic and political issues 4 (2001), pp. 57-67
Persistent link: https://www.econbiz.de/10001773494
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162
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Seasonality and purchasing power parity
Hamori, Shigeyuki; Tokihisa, Akira - In: Current politics and economics of Asia 9 (2000) 4, pp. 291-301
Persistent link: https://www.econbiz.de/10002040328
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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Business fluctuations and cycles, (pp. 193-202). 2008
Persistent link: https://www.econbiz.de/10003854130
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Global stock exchanges : stability, interrelationships, …, (pp. 189-198). 2009
Persistent link: https://www.econbiz.de/10008840544
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Progress in economics research 9 (2004), pp. 1-10
Persistent link: https://www.econbiz.de/10003366769
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Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting; Hamori, Shigeyuki - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803936