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Production networks, geography and firm performance
Bernard, Andrew B.; Moxnes, Andreas; Saito, Yukiko Umeno - 2015
Persistent link: https://www.econbiz.de/10010520836
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Production networks, geography and firm performance
Bernard, Andrew B.; Moxnes, Andreas; Saito, Yukiko Umeno - 2015
Persistent link: https://www.econbiz.de/10010531952
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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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Product switching and the business cycle
Bernard, Andrew B.; Okubo, Toshihiro - 2016
Persistent link: https://www.econbiz.de/10011550913
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An investigation of the recent linkages of consumer prices in Japan
Tsuji, Chikashi - In: International journal of financial research 7 (2016) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10011560825
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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
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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