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Does EVA beat earnings and cash flow in Japan?

Tsuji, Chikashi - In: Applied financial economics 16 (2006) 16, pp. 1199-1216

Persistent link: https://www.econbiz.de/10003387379

Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model

Tsuji, Chikashi - In: Applied financial economics letters 3 (2007) 2, pp. 77-83

Persistent link: https://www.econbiz.de/10003540179

An international survey of the evidence on the pecking order theory of corporate financing

Tsuji, Chikashi - In: Business and Economic Research : BER 1 (2011) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010079778

How do the time-varying risk prices behave in Japan? : an investigation with a multivariate GARCH-CAPM approach

Tsuji, Chikashi - In: The open economics journal 1 (2008), pp. 58-63

This paper examines the pricing of month-by-month time-varying risks on the Japanese stock market over the period from 1981 to 2004. Using the multivariate GARCH model, we tested the conditional version of the Sharpe-Lintner-Mossin CAPM. In contrast to previous studies, we derive and focus...

Persistent link: https://www.econbiz.de/10010080110