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 5 5 168
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 0 2 4 78
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 1 3 33 3 13 16 181
How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data 0 0 0 39 0 6 9 165
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 0 1 60 1 7 11 171
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 2 21 25 110
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 1 1 1 7 1 13 14 49
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 68 0 5 13 286
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 1 6 6 622
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 2 2 570
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 1 80 1 7 12 237
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 1 6 6 210
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 3 7 9 156
Total Working Papers 1 2 7 433 13 100 132 3,003

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 3 201
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 2 2 94
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 0 0 19 1 8 11 126
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 2 3 101 0 10 15 408
Estimation of the common and country-specific shock to stock prices 0 0 0 26 0 1 1 115
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA 0 0 0 7 0 6 10 65
International Stock Price Co-movement 0 0 0 20 0 3 7 86
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 1 13 0 3 7 83
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 0 3 4 145
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 2 9 13 39
Threshold effect in international linkage of stock prices 0 0 0 32 0 5 6 122
Total Journal Articles 0 2 4 279 4 52 79 1,484

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 3 6 56
Total Chapters 0 0 0 10 0 3 6 56

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Statistics updated 2026-03-04