Stock returns volatility in the Tokyo Stock Exchange

YK Tse - Japan and the World Economy, 1991 - Elsevier
This paper examines the stock returns volatility in the Tokyo Stock Exchange in the period
1986 through 1989. Structures of returns volatility are estimated and forecasted. Models of …

How sensitive are Japanese firms to earnings risk? Evidence from cash holdings

P Nguyen - Evidence from Cash Holdings (June 2006), 2006 - papers.ssrn.com
We investigate the hypothesis that cash balances have a precautionary motive and serve to
mitigate the volatility of operating earnings, which we use as a proxy for risk. Our results …

Seasonality effects in Japanese futures markets

WT Ziemba - HANDBOOK OF APPLIED INVESTMENT RESEARCH, 2020 - World Scientific
This paper investigates seasonal regularities in the security price returns on the first section
of the Tokyo Stock Exchange. The research uses data from the futures markets in Singapore …

[图书][B] International mergers and acquisitions of financial firms

R Biswas - 1990 - search.proquest.com
This study investigates the valuation effects of international mergers and acquisitions of
financial firms. Abnormal returns accruing to shareholders of financial firms participating in …

DESIGN OF ANOMALIES FUNDS

DR Capozza, W Ziemba - Calendar Anomalies and Arbitrage, 2012 - books.google.com
During recent years, many researchers and practitioners have hunted for deviations from
market efficiency in a quest for excess returns. The big game in this hunt is a bona fide" …

[引用][C] Power Japan: How and why the Japanese economy works

WT Ziemba, SL Schwartz - (No Title), 1992 - cir.nii.ac.jp
Power Japan : how and why the Japanese economy works | CiNii Research CiNii 国立情報学
研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学 …

[引用][C] PRICE AND VOLUME IN THE TOKYO STOCK EXCHANGE

WT Ziemba, W Bailey, Y Hamao - Japanese Financial Market …, 1991 - North Holland