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 1 44 0 1 4 159
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 5 2 3 7 62
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 0 1 28 1 3 17 136
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 3 149
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 0 1 53 1 3 18 139
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 0 2 4 81
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 0 5 1 2 3 32
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 0 65 0 0 4 265
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 1 4 605
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 1 3 567
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 1 76 1 2 9 209
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 1 3 7 140
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 4 78 1 1 16 182
Total Working Papers 0 0 8 406 8 22 99 2,726

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 27 1 2 4 173
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 0 2 88
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 1 5 15 2 7 36 85
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 1 9 72 2 8 60 312
Estimation of the common and country-specific shock to stock prices 0 0 0 24 0 0 4 99
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 2 50
International Stock Price Co-movement 0 0 0 18 0 2 4 68
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 0 11 0 1 3 66
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 14 0 0 1 134
The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects 0 0 1 5 0 1 8 23
Threshold effect in international linkage of stock prices 0 0 0 32 0 0 1 113
Total Journal Articles 0 2 15 238 5 21 125 1,211

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 1 4 45
Total Chapters 0 0 0 10 0 1 4 45

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Statistics updated 2020-09-04