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Flight to liquidity on the Tokyo stock exchange during the 2008 share market crashes
Maeda, Brooke Alexandra - In: International journal of economics and financial issues … 5 (2015) 3, pp. 790-801
Persistent link: https://www.econbiz.de/10011454374
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Fractal structure of the stock markets of leading Asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
Persistent link: https://www.econbiz.de/10010480116
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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
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Fractal Structure of the Stock Markets of Leading Asian Countries
Gunay, Samet - 2016
In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious...
Persistent link: https://www.econbiz.de/10013005468
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Fractal structure of the stock markets of leading asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious...
Persistent link: https://www.econbiz.de/10011568388
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Determinants of stock market performance : VAR and VECM designs in Korea and Japan
Tulcanaza Prieto, Ana Belén; Lee, Young Hwan - In: Global business and finance review 24 (2019) 4, pp. 24-44
Persistent link: https://www.econbiz.de/10012161884
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Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48
Persistent link: https://www.econbiz.de/10010514142
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SG momentum strategies : a comparison between Taiwanese and Japanese markets
Chen, Hong-Yi; Hsu, Chun-Huei; Yang, Sharon S. - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 91-110
Persistent link: https://www.econbiz.de/10013207230
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Trading behavior and stock returns in Japan
Hung, Weifeng; Huang, Sheng-Tang; Lu, Chia-Chi; Liu, Nathan - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 200-212
Persistent link: https://www.econbiz.de/10011574248
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Decomposing the momentum in the Japanese stock market
Iwanaga, Yasuhiro; Hirose, Takehide; Yoshida, Tomohiro - In: Asia Pacific financial markets 31 (2024) 2, pp. 221-250
Persistent link: https://www.econbiz.de/10014548363