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Does mispricing drive the value effect? Evidence from Japan

Does mispricing drive the value effect? Evidence from Japan
Digital文書・図像類
SHIOMI, Naoya, TAKAHASHI, Hidetomo, XU, PengInstitute of Comparative Economic Studies, Hosei University2016-02-29比較経済研究所ワーキングペーパー198p.1-13
Other Libraries in Japan
  • Subject HeadingValue effect Japanese stock market

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data
Digital文書・図像類
増田, 弘毅, 森本, 孝之Institute of Economic Research, Hitotsubashi University2009-02
Available onlineOther Libraries in Japan
  • Summary, etc.In Japanese stock markets, there are two kinds of brea...
  • Subject Heading...zed volatility Japanese stock markets variance of realized varianc...

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