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

Mizuta, Takanobu - 2016

price variation of a risk asset, which is macro phenomena, however, there are few studies for micro-foundation of such … 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

血縁主義の弊害 : 日本の同族企業のデータを用いた実証分析

政郁, 羃 - Center for Economic Institutions, Institute of Economic … - 2009

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Persistent link: https://www.econbiz.de/10008496344

アジア危機前後のインドネシア上場企業の資本構造 : 経済改革による社会的ネットワークの影響力の変化

奥田, 英信; 竹, 康至 - Graduate School of Economics, Hitotsubashi University - 2009

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Persistent link: https://www.econbiz.de/10008496351