A multi-index risk model of the Japanese stock market
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Bibliographic InfoArticle provided by Elsevier in its journal Japan and the World Economy.
Volume (Year): 1 (1988)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/inca/505557
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- Aman, Hiroyuki & Nguyen, Pascal, 2008. "Do stock prices reflect the corporate governance quality of Japanese firms?," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 647-662, December.
- Tomohiro Ando, 2012. "Bayesian portfolio selection under a multifactor asset return model with predictive model selection," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(1/2), pages 77-101.
- Johnson, Robert & Soenen, Luc, 2003. "Economic integration and stock market comovement in the Americas," Journal of Multinational Financial Management, Elsevier, vol. 13(1), pages 85-100, February.
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