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 0 163
Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? 0 0 0 8 2 2 2 76
Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets 0 1 2 32 0 1 3 168
How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data 0 0 0 39 1 1 3 159
Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market 0 0 1 60 2 2 6 164
Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data 0 0 0 0 1 4 4 89
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 0 6 0 1 1 36
Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data 0 0 1 68 0 6 8 281
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 0 0 568
Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? 0 0 0 0 0 0 0 616
Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data 0 0 2 80 2 2 7 230
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 81 0 0 2 204
The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets 0 0 0 13 1 1 2 149
Total Working Papers 0 1 6 431 9 20 38 2,903

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 1 2 199
Are international portfolio adjustments a cause of comovements in stock prices? 0 0 0 13 0 0 0 92
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets 0 0 0 19 0 0 3 118
Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China 0 0 3 99 1 2 7 398
Estimation of the common and country-specific shock to stock prices 0 0 0 26 0 0 0 114
HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA 0 0 0 7 3 3 4 59
International Stock Price Co-movement 0 0 0 20 1 3 4 83
Intraday return and volatility spillover mechanism from Chinese to Japanese stock market 0 0 1 13 1 2 4 80
Special Quotes Invoke Autocorrelation in Japanese Stock Prices 0 0 0 15 0 1 1 142
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 3 4 30
Threshold effect in international linkage of stock prices 0 0 0 32 1 1 3 117
Total Journal Articles 0 0 4 277 8 16 32 1,432

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 3 53
Total Chapters 0 0 0 10 1 2 3 53

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Statistics updated 2025-12-06