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 7 170
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 0 0 10 84
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 0 2 33 2 4 22 189
How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data 0 0 0 39 0 2 14 172
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 0 1 61 1 2 14 176
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 0 0 27 112
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 0 68 0 1 16 291
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 7 0 0 20 55
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 1 5 573
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 1 9 625
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 1 81 0 1 30 258
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 2 3 11 215
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 1 1 12 160
Total Working Papers 0 0 5 435 6 16 197 3,080

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 7 205
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 0 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 2 15 133
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 0 3 102 0 1 19 415
Estimation of the common and country-specific shock to stock prices 0 0 0 26 0 2 5 119
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 13 69
International Stock Price Co-movement 0 0 0 20 1 2 8 88
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 0 13 2 2 13 91
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 0 1 10 151
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 7 24 51
Threshold effect in international linkage of stock prices 0 0 1 33 0 0 10 126
Total Journal Articles 0 0 4 281 5 19 127 1,543

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 7 58
Total Chapters 0 0 0 10 0 0 7 58

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Statistics updated 2026-09-10