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Testing the ex ante relationship between asset and investment returns in Japan : an application of the P-CAM to Japanese asset returns
Baba, Naohiko - In: Monetary and economic studies 18 (2000) 1, pp. 39-72
Persistent link: https://www.econbiz.de/10001474640
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Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Lettau, Martin; Ludvigson, Sydney C. - In: Journal of monetary economics 49 (2002) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10001641074
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Time-varying risk premia and the cost of capital : an alternative implication of the q-theory of investment
Lettau, Martin - 2001
Persistent link: https://www.econbiz.de/10013423698
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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Value premium and implied equity duration in the Japanese stock market
Fukuta, Yuichi; Yamane, Akiko - In: Journal of international financial markets, … 39 (2015), pp. 102-121
Persistent link: https://www.econbiz.de/10011475648
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Reexamining the robustness of market value of equity
Garza-Gómez, Xavier; Hodoshima, Jiro; Kunimura, Michio - In: Asia-Pacific financial markets 8 (2001) 2, pp. 61-85
Persistent link: https://www.econbiz.de/10001648547
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Common Risk Factors and the Macroeconomy : New Evidence from the Japanese Stock Market
Bretschger, Lucas - 2012
the second largest in the world and operates under unique macroeconomic conditions. We find that the CAPM model is not an …
Persistent link: https://www.econbiz.de/10013107429
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What drives the January seasonality in the illiquidity premium? : evidence from international stock markets
Zaremba, Adam; Cakici, Nusret - In: The journal of investment strategies 10 (2021) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10012805362
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Market-wide cost of capital impacts on the aggregate earnings-return relation : evidence from Japan
Yoshinaga, Yuto - In: The Japanese accounting review : TJAR 6 (2016), pp. 95-122
Persistent link: https://www.econbiz.de/10011664113
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Value premium in japanese market : statistical (re)appraisal
Cadamuro, Leonardo; Iwaisako, Tokuo - 2023
Persistent link: https://www.econbiz.de/10014342240