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Kenjiro Hirayama

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This is information that was supplied by Kenjiro Hirayama in registering through RePEc. If you are Kenjiro Hirayama , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kenjiro
Middle Name:
Last Name: Hirayama
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RePEc Short-ID: phi142

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Affiliation

School of Economics
Kwansei Gakuin University
Location: Hyogo, Japan
Homepage: http://www.kwansei.ac.jp/s_economics/
Email:
Phone: +81-(0)798-546496
Fax: +81-(0)798-510944
Postal: 1-155 Uegahara Ichiban-cho, Nishinomiya, Hyogo 662-8501
Handle: RePEc:edi:dekgujp (more details at EDIRC)

Works

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Working papers

  1. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014. "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business 14-01, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  2. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock MarketsFAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  3. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  4. Kenjiro Hirayama & Yoshiro Tsutsui, 2009. "Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock," Discussion Papers in Economics and Business 09-35, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  5. Yoshiro Tsutsui & Kenjiro Hirayama, 2008. "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business 08-32, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  6. Yoshiro Tsutsui & Kenjiro Hirayama & Takahiro TanakaAuthor-Name: & Nobutaka Uesugi, 2005. "Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices?," ISER Discussion Paper 0639, Institute of Social and Economic Research, Osaka University.
  7. Yoshiro Tsutsui & Kenjiro Hirayama, 2003. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business 03-04-Rev, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), revised Oct 2004.
  8. Woo, W.T. & Hirayama, K., 1995. "Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia?," Department of Economics 95-17, California Davis - Department of Economics.

Articles

  1. Nishimura, Yusaku & Hirayama, Kenjiro, 2013. "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, vol. 25, pages 90-101.
  2. Kenjiro Hirayama & Yoshiro Tsutsui, 2013. "International Stock Price Co-movement," Asian Economic Papers, MIT Press, vol. 12(3), pages 157-191, October.
  3. Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "How Fast Do Tokyo And New York Stock Exchanges Respond To Each Other? An Analysis With High-Frequency Data," The Japanese Economic Review, Japanese Economic Association, vol. 61(2), pages 175-201.
  4. Yoshiro Tsutsui & Kenjiro Hirayama & Takahiro Tanaka & Nobutaka Uesugi, 2007. "Special Quotes Invoke Autocorrelation in Japanese Stock Prices ," Asian Economic Journal, East Asian Economic Association, vol. 21(4), pages 369-386, December.
  5. Tsutsui, Yoshiro & Hirayama, Kenjiro, 2005. "Estimation of the common and country-specific shock to stock prices," Journal of the Japanese and International Economies, Elsevier, vol. 19(3), pages 322-337, September.
  6. Yoshiro Tsutsui & Kenjiro Hirayama, 2004. "Appropriate lag specification for daily responses of international stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 1017-1025.
  7. Tsutsui, Yoshiro & Hirayama, Kenjiro, 2004. "Are international portfolio adjustments a cause of comovements in stock prices?," Pacific-Basin Finance Journal, Elsevier, vol. 12(4), pages 463-478, September.
  8. Hirayama, Kenjiro & Tsutsui, Yoshiro, 1998. "Threshold effect in international linkage of stock prices," Japan and the World Economy, Elsevier, vol. 10(4), pages 441-453, October.

Chapters

  1. Wing Thye Woo & Kenjiro Hirayama, 1996. "Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in East Asia?," NBER Chapters, in: Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5, pages 307-333 National Bureau of Economic Research, Inc.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-06-19
  2. NEP-FIN: Finance (1) 2005-06-19
  3. NEP-FMK: Financial Markets (1) 2014-01-24
  4. NEP-MST: Market Microstructure (5) 2008-10-13 2009-11-07 2010-12-18 2011-03-19 2014-01-24. Author is listed
  5. NEP-RMG: Risk Management (1) 2011-03-19
  6. NEP-TRA: Transition Economics (1) 2009-11-07

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