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Contract theory : a programming–model approach

Hashimoto, Hideo; Hamada, Kojun; Hosoe, Nobuhiro - 2011

Persistent link: https://www.econbiz.de/10008934776

ARCHモデルのミクロ的基礎付けの試み (Micro-Foundation of ARCH Model)

Mizuta, Takanobu - 2016

volatility is larger. And we showed that the ration of the normal investors taking liquidity to the noise traders providing … liquidity is higher or the measure of risk aversion of the normal investors is lower, the magnitude of volatility clustering is …

Persistent link: https://www.econbiz.de/10013002239

業績条件付きストックオプションの理論価格 (The Theoretical Value of a Performance-Vested Stock Option)

Fujimoto, Masahiro - 2018

Japanese Abstract:...

Persistent link: https://www.econbiz.de/10012922746

Did the ETF enhance arbitrage between cash and futures of the Nikkei225?

Kohsaka, Youki - Graduate School of Economics, Osaka University - 2009

This paper examines how the informational efficiency of the Japanese stock markets changed with the introduction of ETFs(Exchange-Traded Funds) by looking at the arbitrage relationships between cash and futures of the Nikkei225. This paper is unique in that it uses tick data, which enable me to...

Persistent link: https://www.econbiz.de/10005039676

The institutional aspects of the Dojima rice exchange market in Tokugawa era: The role of governance mechanism

Takatsuki, Yasuo - Graduate School of Economics, Osaka University - 2007

This paper examines the institutional aspects of the Dojima rice exchange market. Especially, the role of governance mechanism was focused on. It is well known that the Dojima rice exchange market was established in 1730 in Osaka, and closed in 1869 due to the collapse of Tokugawa Shogunate. In...

Persistent link: https://www.econbiz.de/10005773280