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On the exploitability of the turn-of-the-month effect : an international perspective
Zwergel, Bernhard - In: Applied financial economics 20 (2010) 10/12, pp. 911-922
Persistent link: https://www.econbiz.de/10009009804
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Calendar anomalies : the case of international property shares
Brounen, Dirk; Ben-Hamo, Yair - In: The journal of real estate finance and economics 38 (2009) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10003810659
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The Great East Japan Earthquake and investor behavior in Japan's equity markets
Kamesaka, Akiko - In: Public policy review 9 (2013) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10009693305
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Short selling and stock prices with regime switching in the absence of market makers : the case of Japan
Ko, Kwangsoo; Lim, Taejin - In: Japan and the world economy : international journal of … 18 (2006) 4, pp. 528-544
Persistent link: https://www.econbiz.de/10003399615
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Strategy switching in the Japanese stock market
Yamamoto, Ryuichi; Hirata, Hideaki - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2010-2022
Persistent link: https://www.econbiz.de/10010196940
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Strategy switching in the Japanese stock market
Yamamoto, Ryuichi; Hirata, Hideaki - 2012
Persistent link: https://www.econbiz.de/10009568390
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Strategy Switching in the Japanese Stock Market
Yamamoto, Ryuichi - 2012
This paper discusses the expectation formation process of Japanese stock market professionals and how their expectations are related to larger fluctuations of the TOPIX price than those of economic fundamentals. By utilizing a monthly forecast survey dataset on the TOPIX distributed by QUICK...
Persistent link: https://www.econbiz.de/10013110985
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The relationship between credit default swap spreads and equity prices
Marzano, Michele; Dunn, Gary; Constantinou, Nick - In: Journal of risk 17 (2014/15) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
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Oil shock transmission to stock market returns : Wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: The interrelationship between financial and energy markets, (pp. 71-111). 2014
Persistent link: https://www.econbiz.de/10010411151
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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568