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An Empirical Analysis Regarding The Behavior Of The Asian Stock Markets Under The Impact Of Turbulent Events: A Case Study For Japan

Author

Listed:
  • BIRAU RAMONA

    (FACULTY OF ECONOMIC SCIENCE, UNIVERSITY CONSTANTIN BRANCUSI, TARGU-JIU, ROMANIA)

  • FILIP ROBERT DORIN

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

  • LUPU (FILIP) GABRIELA ANA MARIA

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

  • SIMION MIRCEA LAURENTIU

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

  • FLORESCU ION

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

Abstract

The main aim of this research study is to conduct an empirical analysis regarding the behavior of the Asian stock markets in under the impact of turbulent events based on a case study for Japan. The analyzed period selected for this study covers the sample period from September 2006 until September 2023, including daily observations. Moreover, the sample period also covers the turbulent period of certain extreme events such as the global financial crisis of 2007-2008 and the COVID-19 pandemic. This empirical research study makes an obvious contribution to the existing literature on the long-term behavior of Asian stock markets.

Suggested Citation

  • Birau Ramona & Filip Robert Dorin & Lupu (Filip) Gabriela Ana Maria & Simion Mircea Laurentiu & Florescu Ion, 2023. "An Empirical Analysis Regarding The Behavior Of The Asian Stock Markets Under The Impact Of Turbulent Events: A Case Study For Japan," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 90-98, October.
    • Handle: RePEc:cbu:jrnlec:y:2023:v:5:p:90-98
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    References listed on IDEAS

    as
    1. Tetsuya Takaishi, 2022. "Time Evolution of Market Efficiency and Multifractality of the Japanese Stock Market," JRFM, MDPI, vol. 15(1), pages 1-12, January.
    2. Keith Pilbeam & Hamish Preston, 2019. "An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?," IJFS, MDPI, vol. 7(1), pages 1-16, January.
    3. Cristi Spulbar & Ramona Birau & Iqbal Thonse Hawaldar & Jatin Trivedi & Anca Ioana Iacob (Troto), 2023. "Measuring Asymmetric Volatility Of Uk, France, And German Stock Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 134-146, February.
    4. Takahashi, Hidenori & Yamada, Kazuo, 2021. "When the Japanese stock market meets COVID-19: Impact of ownership, China and US exposure, and ESG channels," International Review of Financial Analysis, Elsevier, vol. 74(C).
    Full references (including those not matched with items on IDEAS)

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