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 1 6 169
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 2 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 4 7 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 3 4 13 169
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 1 2 61 2 4 14 174
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 2 4 27 112
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 68 2 3 16 289
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 1 1 7 5 7 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 7 623
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 1 3 571
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 0 80 5 20 30 256
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 2 6 11 159
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 1 3 8 212
Total Working Papers 0 2 7 434 30 68 185 3,058

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 4 202
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 0 2 94
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 0 0 19 4 5 15 130
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 1 4 102 1 4 18 412
Estimation of the common and country-specific shock to stock prices 0 0 0 26 1 1 2 116
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA 0 0 0 7 1 2 12 67
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 3 10 86
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 3 4 8 149
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 3 7 18 44
Threshold effect in international linkage of stock prices 1 1 1 33 3 3 9 125
Total Journal Articles 1 2 6 281 20 31 104 1,511

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 1 2 8 58
Total Chapters 0 0 0 10 1 2 8 58

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Statistics updated 2026-05-06