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The Efficiency Of The Japanese Equity Market
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Book Synopsis The Efficiency of the Japanese Equity Market by : Mr.Jun Nagayasu
Download or read book The Efficiency of the Japanese Equity Market written by Mr.Jun Nagayasu and published by International Monetary Fund. This book was released on 2003-07-01 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using the ARFIMA-FIGARCH model, this paper studies the efficiency of the Japanese equity market by examining the statistical properties of the return and volatility of the Nikkei 225. It shows that both follow a long range dependence, which stands against the efficient market hypothesis (EMH). The result is valid for all sample periods, suggesting that the recent equity market reform has not produced major efficiency gains.
Book Synopsis The Relationship Between Trading Volume and Returns in the Japanese Equity Market by : Shoichi Mizusawa
Download or read book The Relationship Between Trading Volume and Returns in the Japanese Equity Market written by Shoichi Mizusawa and published by . This book was released on 1993 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency Or Statistical Illusion? by :
Download or read book Efficiency Or Statistical Illusion? written by and published by . This book was released on 2005 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency Examination of the Japanese Stock Market by : Junichi Arihara
Download or read book Efficiency Examination of the Japanese Stock Market written by Junichi Arihara and published by . This book was released on 1993 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Valatility, Efficiency and Trading by : Yakov Amihud
Download or read book Valatility, Efficiency and Trading written by Yakov Amihud and published by . This book was released on 1991 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Volatility, Efficiency and Trading by : Yakov Amihud
Download or read book Volatility, Efficiency and Trading written by Yakov Amihud and published by . This book was released on 1990 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Making Money in Japanese Stocks by : Martin Roth
Download or read book Making Money in Japanese Stocks written by Martin Roth and published by Tuttle Publishing. This book was released on 1989 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Japanese Tax Reform by : International Monetary Fund
Download or read book The Japanese Tax Reform written by International Monetary Fund and published by International Monetary Fund. This book was released on 1990-09-01 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Efficiency, equity (fairness), and simplicity are three key words in characterizing the principles of proposed tax reforms in many countries. The internationalization of the financial market through capital mobility among the industrial countries is a recent phenomenon and it is possible that the effect of domestic tax reform is dictated by international capital flows. The purpose of this paper is to examine whether the tax reform proposed recently in Japan satisfies the above principles, in particular, efficiency and equity, and to investigate the effects not only on the real economy in Japan, but also on capital outflows from Japan to abroad. Also, the aging problem is examined briefly.
Book Synopsis The Japanese Stock Market by : Shigeki Sakakibara
Download or read book The Japanese Stock Market written by Shigeki Sakakibara and published by Praeger. This book was released on 1988-09-26 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: This timely volume brings together professors of finance and accounting from Japanese universities to examine the Japanese stock market in terms of its pricing and accounting systems. The papers report the results of empirical research into the Japanese stock market within the framework of new theories of finance. Academics, professionals, and anyone seeking to understand or enter the Japanese market will applaud the publication of this practical, informative volume. Having gathered data from the late 1970's through 1984, the authors analyze the market's behavior and the applicability of two major theoretical pricing models -- the Capital Asset Pricing Models and the Efficient Market Hypothesis -- to that market. Chapter 1 provides background statistical evidence on the behavior of monthly returns on Tokyo Stock Exchange common stocks. Chapter 2 discusses an empirical test of the capital asset pricing model. Chapter 3 examines evidence on the price performance of unseasoned new issues. The authors also examine the Japanese accounting disclosure system: Chapter 4 deals empirically with the information content of the annual accounting announcements and related market efficiency. The next chapter presents empirical evidence on the relationship between unsystematic returns and earnings forecast errors. Next, empirical research into the usefulness to investors of the disclosure system is examined. Finally, Chapter 7 presents several interesting questions and topics for future research on the Japanese stock market.
Book Synopsis Block Holding, Efficiency, and Spanning in the Japanese Stock Market by : Masao Nakamura
Download or read book Block Holding, Efficiency, and Spanning in the Japanese Stock Market written by Masao Nakamura and published by . This book was released on 1995 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Unequal Equities by : Robert Zielinski
Download or read book Unequal Equities written by Robert Zielinski and published by Kodansha America. This book was released on 1991 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines the Japanese stock market, its insular policies, and its role in the world economy and international economic relations.
Download or read book Outlook on Japan written by and published by Conran Octopus. This book was released on 1991 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency, Cointegration and Contagion in Equity Markets by : A. S. M. Sohel Azad
Download or read book Efficiency, Cointegration and Contagion in Equity Markets written by A. S. M. Sohel Azad and published by . This book was released on 2009 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper empirically examines whether the three East Asian stock markets, namely those of China, Japan and South Korea are individually and/or jointly efficient and whether the cointegrated markets have contagion from one to the other market(s). While the individual market efficiency is examined through testing for random walk hypothesis, the joint market efficiency is examined through testing for cointegration and contagion hypotheses. The study finds that the hypothesis of individual market efficiency is strongly rejected for the Chinese stock market but not for Japanese and South Korean stock markets. However, the joint market efficiency is found to be strongly rejected for all these markets under the cointegration sense. We take a simple case of contagion and find that although there is a long-term relationship among these three markets, the contagion hypothesis could not be rejected only between Japanese and South Korean stock markets indicating short-run portfolio diversification benefits from these two markets.
Book Synopsis Japanese Equity Warrants by : Richard Downes
Download or read book Japanese Equity Warrants written by Richard Downes and published by . This book was released on 1990 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Internal Capital Markets and Investment Efficiency by : Mark D. Walker
Download or read book Internal Capital Markets and Investment Efficiency written by Mark D. Walker and published by . This book was released on 2001 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficiency and Anomalies in Stock Markets by : Wing-Keung Wong
Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Book Synopsis International Capital Flows by : Martin Feldstein
Download or read book International Capital Flows written by Martin Feldstein and published by University of Chicago Press. This book was released on 2007-12-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent changes in technology, along with the opening up of many regions previously closed to investment, have led to explosive growth in the international movement of capital. Flows from foreign direct investment and debt and equity financing can bring countries substantial gains by augmenting local savings and by improving technology and incentives. Investing companies acquire market access, lower cost inputs, and opportunities for profitable introductions of production methods in the countries where they invest. But, as was underscored recently by the economic and financial crises in several Asian countries, capital flows can also bring risks. Although there is no simple explanation of the currency crisis in Asia, it is clear that fixed exchange rates and chronic deficits increased the likelihood of a breakdown. Similarly, during the 1970s, the United States and other industrial countries loaned OPEC surpluses to borrowers in Latin America. But when the U.S. Federal Reserve raised interest rates to control soaring inflation, the result was a widespread debt moratorium in Latin America as many countries throughout the region struggled to pay the high interest on their foreign loans. International Capital Flows contains recent work by eminent scholars and practitioners on the experience of capital flows to Latin America, Asia, and eastern Europe. These papers discuss the role of banks, equity markets, and foreign direct investment in international capital flows, and the risks that investors and others face with these transactions. By focusing on capital flows' productivity and determinants, and the policy issues they raise, this collection is a valuable resource for economists, policymakers, and financial market participants.
