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Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki - 1996
Persistent link: https://www.econbiz.de/10000926451
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Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market
Nishimura, Kiyohiko; Watanabe, Toshiaki; Iwatsubo, Kentaro - 1998
Persistent link: https://www.econbiz.de/10000997516
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Market variance risk premiums in Japan for asset predictability
Ubukata, Masato; Watanabe, Toshiaki - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
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Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki; Ubukata, Masato; Watanabe, Toshiaki - 2020
Persistent link: https://www.econbiz.de/10013461530