| Dynamic relations between macroeconomic variables and the Japanese stock market: an application of a vector error correction model TK Mukherjee, A Naka Journal of financial Research 18 (2), 223-237, 1995 | 1249 | 1995 |
| Examining impulse response functions in cointegrated systems A Naka, D Tufte Applied economics 29 (12), 1593-1603, 1997 | 175 | 1997 |
| Re-examining inflation and inflation uncertainty in developed and emerging countries E Daal, A Naka, B Sanchez Economics letters 89 (2), 180-186, 2005 | 173 | 2005 |
| Use of macroeconomic variables to evaluate selected hospitality stock returns in the US CW Barrows, A Naka International Journal of Hospitality Management 13 (2), 119-128, 1994 | 152 | 1994 |
| Macroeconomic variables and the performance of the Indian Stock Market A Naka, T Mukherjee, D Tufte | 142 | 1998 |
| Short-run and long-run dynamic linkages among international stock markets MK Hassan, A Naka International Review of Economics & Finance 5 (4), 387-405, 1996 | 138 | 1996 |
| Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets E Daal, A Naka, JS Yu Journal of Banking & Finance 31 (9), 2751-2769, 2007 | 88 | 2007 |
| Changing risk, return, and leverage: The 1997 Asian financial crisis N Maroney, A Naka, T Wansi Journal of Financial and Quantitative Analysis 39 (1), 143-166, 2004 | 73 | 2004 |
| The unbiased forward rate hypothesis re-examined A Naka, G Whitney Journal of International Money and Finance 14 (6), 857-867, 1995 | 59 | 1995 |
| Further evidence on foreign exchange market efficiency: An application of cointegration tests JP Lajaunie, BL McManis, A Naka Financial Review 31 (3), 553-564, 1996 | 40 | 1996 |
| An empirical investigation of asset pricing models using Japanese stock market data GS Bakshi, A Naka Journal of International Money and Finance 16 (1), 81-112, 1997 | 39 | 1997 |
| Corporate future investments and stock liquidity: Evidence from emerging markets A Alhassan, A Naka International review of economics & finance 65, 69-83, 2020 | 38 | 2020 |
| Unbiasedness of the forward exchange rates GS Bakshi, A Naka Financial Review 32 (1), 145-162, 1997 | 37 | 1997 |
| Is the Tokyo spot foreign exchange market consistent with the efficient market hypothesis? JP Lajaunie, A Naka Review of Financial Economics 2 (1), 68-74, 1992 | 23 | 1992 |
| Re‐examining Cointegration, Unit Roots and Efficiency in Foreign Exchange Rates JP Lajaunie, A Naka Journal of Business Finance & Accounting 24 (3), 363-374, 1997 | 20 | 1997 |
| Diversification benefits of Japanese real estate over the last four decades N Maroney, A Naka The Journal of Real Estate Finance and Economics 33, 259-274, 2006 | 17 | 2006 |
| Stock return volatility and trading volume relationships captured with stable paretian GARCH and threshold GARCH models A Naka, E Oral Journal of Business and Economics Research 11 (1), 47-53, 2013 | 13 | 2013 |
| Dynamic relationships among equity flows, equity returns and dividends: Behavior of US investors in China and India JJ French, A Naka Global Finance Journal 24 (1), 13-29, 2013 | 11 | 2013 |
| Portfolio investment outflow and the complementary role of direct investment A Noman, MN Rahman, A Naka Journal of Financial Economic Policy 7 (3), 190-206, 2015 | 10 | 2015 |
| Downside risk: What the consumer sentiment index reveals MA Johnson, A Naka Financial Services Review: The Journal of Individual Financial Management 23 …, 2014 | 10 | 2014 |
