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Zenkoku-bukka-tōkei-chōsa-hōkoku

1967-: Tōkyō : Tōkeikyoku - 1.1967 -

Persistent link: https://www.econbiz.de/10000450936

72 cities : report on the retail price survey for ten years ; (1991 - 2000)

2005

Persistent link: https://www.econbiz.de/10002804269

68 cities: report on the retail price survey for ten years : (1981 - 1990)

1995

Persistent link: https://www.econbiz.de/10000920763

Stock Split Bubble and Livedoor-Shock

Kohsaka, Youki - Graduate School of Economics, Osaka University - 2011

that restriction on trade of newly issued stocks in the old system caused the run-up in the stock price and that Livedoor …

Persistent link: https://www.econbiz.de/10009323619

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

Traditional financing and distant trades during modernization process of financial industry: a case of Yamaguchi prefecture in the 1870s

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

the collapse of Tokugawa Shogunate. It had already been shown that there existed the price mechanism in Dojima. However … unanswered. Before applying the empirical analyses, this paper first introduces the daily price index constructed from the … original historical document, "Yorozu Souba Nikki (Daily memorandum of commodity price indices)," written by the contemporary …

Persistent link: https://www.econbiz.de/10005773262

Transaction Pattern and Liquidity Parameters (in Japanese)

Hashimoto, Hisashi - Graduate School of Economics, Osaka University - 2005

This paper introduces probability which represents symmetry transaction pattern into Roll [1984] and shows that the second autocorrelation for stockfs return is not necessarily zero. Glosten/Harris [1988] considers trader who symmetrically trades as information trader. Then I examine the...

Persistent link: https://www.econbiz.de/10005773297