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Stock Price Reactions to Public TV Programs on Listed Japanese Companies

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Author Info

  • Fumiko Takeda

    ()
    (University of Tokyo)

  • Hiroaki Yamazaki

    ()
    (University of Tokyo)

Abstract

This paper investigates stock price reactions to Japanfs popular TV program gProject X,h which was broadcast on NHK between 2000 and 2005.@By using a standard event study methodology, we found that stock prices of these companies increased on average after the broadcast. In particular, the programs focusing on product development and marketing tended to raise stock prices.

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File URL: http://www.accessecon.com/pubs/EB/2006/Volume13/EB-06M20002A.pdf
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Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 13 (2006)
Issue (Month): 7 ()
Pages: 1-7

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Handle: RePEc:ebl:ecbull:eb-06m20002

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Keywords: Event studies;

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  1. Frank Fehle & Sergey Tsyplakov & Vladimir Zdorovtsov, 2005. "Can Companies Influence Investor Behaviour through Advertising? Super Bowl Commercials and Stock Returns," European Financial Management, European Financial Management Association, vol. 11(5), pages 625-647.
  2. Merton, Robert C, 1987. " A Simple Model of Capital Market Equilibrium with Incomplete Information," Journal of Finance, American Finance Association, vol. 42(3), pages 483-510, July.
  3. Gur Huberman, 2001. "Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar," Journal of Finance, American Finance Association, vol. 56(1), pages 387-396, 02.
  4. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
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