Japanese financial market research:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam u.a.
North-Holland
1991
|
| Schriftenreihe: | Contributions to economic analysis
205 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 616 S. graph. Darst., Kt. |
| ISBN: | 0444888519 |
Internformat
MARC
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| 245 | 1 | 0 | |a Japanese financial market research |c ed. by William T. Ziemba ... |
| 264 | 1 | |a Amsterdam u.a. |b North-Holland |c 1991 | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-002969370 | ||
Datensatz im Suchindex
| _version_ | 1804118937103761408 |
|---|---|
| adam_text | vii
Contents
a:
List of Contributors x i
Preface xiii
PART I:
THE ECONOMY, LAND AND STOCK MARKETS 1
Japanese Financial Markets: An Overview
Yasushi Hamao 3
The Japanese Stock Market: 1949 1991
Sandra L. Schwartz and William T. Ziemba 23
: )
The Chicken or the Egg: Land and Stock Prices in Japan
William T. Ziemba 45
Japan as a Creditor Nation
Sandra L. Schwartz 69
5
PART II:
THE BEHAVIOR OF STOCK PRICES 89
Price and Volume in the Tokyo Stock Exchange
Y.K. Tse 91
The Volatility of the Japanese Stock Market: Evidence from 1977 90
K. C. Chan and G. Andrew Karolyi 121
Stock Market Rationality and Price Volatility: Tests Using Japanese Data
Takeo Hoshi 145
3 Market Microstructure and Price Discovery on the Tokyo Stock Exchange
Yakov Amihud and Haim Mendelson 167
Do Management Forecasts of Earnings Affect Stock Prices in Japan?
Masako N. Darrough and Trevor S. Harris 197
Stock Market Anomalies and the Pricing of Equity on the Tokyo Stock
Exchange
Gabriel A. Hawawini 231
viii Contents
Weekly Patterns in Japanese Stock Returns
Kiyoshi Kato 2d1
PART III:
EXCHANGE RATES AND HEDGING zco
A History of Yen Exchange Rates
James R. Lothian 267
News from the U.S. and Japan
Takatoshi Ito and V. Vance Rolley 289
Currency Hedging Strategies for U.S. Investments in Japan and Japanese
Investment in the U.S.
William T. Ziemba 313
PART IV:
DERIVATIVE SECURITY MARKETS 337
The Development of Organized Futures Trading: The Osaka Rice Bill
Market of 1730
Ulrike Schaede 339
The Market for Japanese Stock Index Futures: Some Preliminary Evidence
Warren Bailey 367
Seasonally Effects in Japanese Futures Markets
William T. Ziemba 381
Stock Index Futures Arbitrage in the Japanese Markets
Menachem Brenner, Marti Subrahmanyam and Jun Uno 411
Arbitrage Opportunities in the Japanese Stock and Futures Markets
Menachem Brenner, Marti Subrahmanyam and Jun Uno 439
An Introduction to Japanese Stock Index Options
Warren Bailey and William T. Ziemba 451
Valuing Bonds with Detachable Warrants
Peter Carr 467
PART V:
INTEGRATION OF CAPITAL MARKETS 481
The Effect of the 1987 Stock Crash on International Financial Integration
Yasushi I Iamao, Ronald W. Masulis and Victor Ng 483
Contents ix
Private Information, Trading Volume and Stock Return Variances
Michael J. Barclay, Robert H. Litzenberger, and Jerold B. Warner 503
PART VI:
BOND AND FIXED INCOME MARKETS 525
Interpreting Changes in the Volatility of Yields on Japanese Long term Bonds
Kenneth J. Singleton 527
The Structural Behavior of the Japanese Gensaki Rate
Kwok Wai Leung, Anthony Sanders, and Haluk Unal 557
PART VII:
FINANCING OF JAPANESE CORPORATIONS 569
The Cost of Capital for Industrial Firms in the U.S. and Japan
James E. Hodder 571
Japanese Mergers and Direct Investment in the U.S.
Richard H. Pettway 595
BIOGRAPHIES OF THE EDITORS 615
|
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| discipline | Wirtschaftswissenschaften |
| era | Geschichte 1949-1991 gnd |
| era_facet | Geschichte 1949-1991 |
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| genre_facet | Aufsatzsammlung |
| geographic | Japan (DE-588)4028495-5 gnd |
| geographic_facet | Japan |
| id | DE-604.BV004826378 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:18:14Z |
| institution | BVB |
| isbn | 0444888519 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002969370 |
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| owner_facet | DE-12 DE-473 DE-BY-UBG DE-N2 DE-703 DE-188 |
| physical | XXII, 616 S. graph. Darst., Kt. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | North-Holland |
| record_format | marc |
| series | Contributions to economic analysis |
| series2 | Contributions to economic analysis |
| spelling | Japanese financial market research ed. by William T. Ziemba ... Amsterdam u.a. North-Holland 1991 XXII, 616 S. graph. Darst., Kt. txt rdacontent n rdamedia nc rdacarrier Contributions to economic analysis 205 Geschichte 1949-1991 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Börse (DE-588)4007502-3 gnd rswk-swf Japan (DE-588)4028495-5 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Japan (DE-588)4028495-5 g Kreditmarkt (DE-588)4073788-3 s Geschichte 1949-1991 z DE-604 Börse (DE-588)4007502-3 s Ziemba, William T. 1941- Sonstige (DE-588)108488713 oth Contributions to economic analysis 205 (DE-604)BV000001445 205 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002969370&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Japanese financial market research Contributions to economic analysis Kreditmarkt (DE-588)4073788-3 gnd Börse (DE-588)4007502-3 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4007502-3 (DE-588)4028495-5 (DE-588)4143413-4 |
| title | Japanese financial market research |
| title_auth | Japanese financial market research |
| title_exact_search | Japanese financial market research |
| title_full | Japanese financial market research ed. by William T. Ziemba ... |
| title_fullStr | Japanese financial market research ed. by William T. Ziemba ... |
| title_full_unstemmed | Japanese financial market research ed. by William T. Ziemba ... |
| title_short | Japanese financial market research |
| title_sort | japanese financial market research |
| topic | Kreditmarkt (DE-588)4073788-3 gnd Börse (DE-588)4007502-3 gnd |
| topic_facet | Kreditmarkt Börse Japan Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002969370&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000001445 |
| work_keys_str_mv | AT ziembawilliamt japanesefinancialmarketresearch |