Access Statistics for Kenjiro Hirayama

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock 0 0 0 44 0 0 0 163
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 0 0 0 74
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 0 0 30 1 1 1 166
How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data 0 0 0 39 0 0 0 156
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 1 1 1 60 1 1 4 161
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 0 0 0 85
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 1 1 1 68 1 1 1 274
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 0 6 0 0 0 35
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 0 0 568
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 0 1 616
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 2 80 0 2 6 228
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 0 0 2 204
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 0 0 1 148
Total Working Papers 2 2 4 429 3 5 16 2,878


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Appropriate lag specification for daily responses of international stock markets 0 0 0 28 0 0 1 198
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 0 2 92
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 0 0 19 2 2 4 117
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 1 1 3 99 1 1 7 395
Estimation of the common and country-specific shock to stock prices 0 0 0 26 0 0 1 114
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA 0 0 0 7 0 0 0 55
International Stock Price Co-movement 0 0 0 20 0 1 1 80
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 0 12 0 0 0 76
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 0 0 0 141
The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects 0 0 0 5 0 0 0 26
Threshold effect in international linkage of stock prices 0 0 0 32 0 0 2 116
Total Journal Articles 1 1 3 276 3 4 18 1,410


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in East Asia? 0 0 0 10 0 0 0 50
Total Chapters 0 0 0 10 0 0 0 50


Statistics updated 2025-07-04