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Small sample properties of the generalized method of moments estimators : application to the ARCH-model

Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90

Persistent link: https://www.econbiz.de/10001228922

A note on the small sample properties of generalized method of moments estimators under non-normal error conditions

Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64

Persistent link: https://www.econbiz.de/10001205228

On the time variation of risk premium in the Japanese stock market

Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10001187762

On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference

Hamori, Shigeyuki - In: Financial engineering and the Japanese markets 2 (1995) 2, pp. 123-137

Persistent link: https://www.econbiz.de/10001187911

Defying the conventional wisdom : US consumers are found to be more risk averse than those of Japan

Hamori, Shigeyuki - In: Economic modelling 15 (1998) 2, pp. 217-235

Persistent link: https://www.econbiz.de/10001247644

Information costs, learning process and the effectiveness of monetary policy

Hamori, Shigeyuki - In: The Scandinavian journal of economics 91 (1989) 3, pp. 535-556

Persistent link: https://www.econbiz.de/10001083520

Empirical finance

Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 13 (2020) 1/6, pp. 1-3

The research field related to finance has made great progress in recent years due to the development of information processing technology and the availability of large-scale data. This special issue is a collection of 16 articles on empirical finance and one book review. The content is six...

Persistent link: https://www.econbiz.de/10012173272

Seasonality and stock returns : some evidence from Japan

Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 13 (2001) 4, pp. 463-481

Persistent link: https://www.econbiz.de/10001637783

Volatility of real GDP : some evidence from the United States, the United Kingdom and Japan

Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 12 (2000) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10001471652

Do international stock prices reflect international business cycles?

Hamori, Shigeyuki - In: Business fluctuations and cycles, (pp. 193-202). 2008

Persistent link: https://www.econbiz.de/10003854130

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