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本論文では,日本の上場企業のデータを用いて,資本財の多様性・異質性を前提としたMultiple q...
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The English version of this paper can be found at "http://ssrn.com/abstract=2710457" http://ssrn.com/abstract=2710457.Japanese Abstract:...
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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
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...
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