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The Efficiency of the Japanese Equity Market
Nagayasu, Jun - 2003
Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH)....
Persistent link: https://www.econbiz.de/10014403884
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The efficiency of the Japanese equity market
Nagayasu, Jun - In: The Japanese finance : corporate finance and capital …, (pp. 155-171). 2003
Persistent link: https://www.econbiz.de/10002948643
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The efficiency of the Japanese equity market
Nagayasu, Jun - 2003
Persistent link: https://www.econbiz.de/10001807965
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How government information release affect stock market during dramatic public health shocks? : the intermediating role of public sentiment
Zhao, Sijia; Liu, Ying; Lv, Benfu; Shanggua, Zijian - In: International journal of economics and financial issues … 12 (2022) 3, pp. 60-67
Persistent link: https://www.econbiz.de/10013259382
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US-China trade war and China's stock market : an event-driven analysis
He, Chengying; Rui, Chen; Liu, Ying - In: Economic research 35 (2022) 1,3, pp. 3277-3290
Persistent link: https://www.econbiz.de/10014383621