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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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Cross-sectional regression analysis of return and beta in Japan
Hodoshima, Jiro; Garza-Gómez, Xavier; Kunimura, Michio - In: Journal of economics & business 52 (2000) 6, pp. 515-533
Persistent link: https://www.econbiz.de/10001544337
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Reexamining the Robustness of the Market Value of Equity
Garza Gomez, Xavier - 2001
We apply the methodology of Knez and Ready (KR 1997) to data from the Japanese stock market and reexamine the robustness of the risk premium for the market value of equity (MVE). In particular, we compare two alternative explanations for the relation between stock returns and MVE: the one...
Persistent link: https://www.econbiz.de/10012788002
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Utility indifference pricing and the Aumann-Serrano performance index
Hodoshima, Jiro; Miyahara, Yoshio - In: Journal of mathematical economics 86 (2020), pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
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Stock performance evaluation incorporating high moments and disaster risk : evidence from Japan
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Asia Pacific financial markets 27 (2020) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10012222392
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Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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Evaluation by the Aumann and Serrano performance index and Sharpe ratio : Bitcoin performance
Hodoshima, Jiro; Otsuki, Nana - In: Applied economics 51 (2019) 39, pp. 4282-4298
Persistent link: https://www.econbiz.de/10012197003
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The class of BAN estimators of a single structural equation with structural change
HODOSHIMA, Jiro - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927308
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Estimation of a single structural equation with structural change
HODOSHIMA, Jiro - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927398
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Finite-sample properties of single-equation estimators under structural change
Hodoshima, Jiro - In: Journal of Econometrics 53 (1992) 1-3, pp. 189-209
Persistent link: https://www.econbiz.de/10005239023