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 1 2 7 170
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 0 6 10 84
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 0 3 33 0 4 20 185
How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data 0 0 0 39 1 5 14 170
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 1 2 61 0 3 14 174
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 0 2 27 112
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 68 1 4 17 290
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 7 0 6 20 55
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 1 2 8 624
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 1 2 4 572
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 1 1 1 81 1 20 29 257
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 0 3 11 159
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 0 2 8 212
Total Working Papers 1 2 8 435 6 61 189 3,064

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 1 2 5 203
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 1 1 3 95
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 0 0 19 1 5 16 131
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 1 4 102 2 6 20 414
Estimation of the common and country-specific shock to stock prices 0 0 0 26 1 2 3 117
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA 0 0 0 7 2 4 14 69
International Stock Price Co-movement 0 0 0 20 0 0 6 86
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 1 13 3 6 13 89
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 1 5 9 150
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 5 18 44
Threshold effect in international linkage of stock prices 0 1 1 33 1 4 10 126
Total Journal Articles 0 2 6 281 13 40 117 1,524

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 2 8 58
Total Chapters 0 0 0 10 0 2 8 58

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Statistics updated 2026-06-04