Keiretsu affiliation and share price volatility in Japan
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References listed on IDEAS
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- Masahiko Aoki, 2013.
"Toward an Economic Model of the Japanese Firm,"
in: Comparative Institutional Analysis, chapter 18, pages 315-341
Edward Elgar Publishing.
- Horiuchi, Akiyoshi, 1989. "Informational properties of the Japanese financial system," Japan and the World Economy, Elsevier, vol. 1(3), pages 255-278, July.
- Marsh, Terry A. & Merton, Robert C., 1984.
"Dividend variability and variance bounds tests for the rationality of stock market prices,"
1584-84., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Marsh, Terry A & Merton, Robert C, 1986. "Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices," American Economic Review, American Economic Association, vol. 76(3), pages 483-498, June.
- Kenneth R. French & James M. Poterba, 1990.
"Were Japanese Stock Prices Too High?,"
NBER Working Papers
3290, National Bureau of Economic Research, Inc.
- Sheard, P., 1992. "Keiretsu and Closedness on the Japanese Market: A Economic Appraisal," ISER Discussion Paper 0273, Institute of Social and Economic Research, Osaka University.
- Kormendi, Roger & Lipe, Robert, 1987. "Earnings Innovations, Earnings Persistence, and Stock Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 323-345, July.
- repec:cdl:ucsbec:13-89 is not listed on IDEAS
- LeRoy, Stephen F, 1989. "Efficient Capital Markets and Martingales," Journal of Economic Literature, American Economic Association, vol. 27(4), pages 1583-1621, December.
- Sheard, Paul, 1989. "The main bank system and corporate monitoring and control in Japan," Journal of Economic Behavior & Organization, Elsevier, vol. 11(3), pages 399-422, May.
- Hoshi, Takeo, 1987. "Stock market rationality and price volatility: Tests using Japanese data," Journal of the Japanese and International Economies, Elsevier, vol. 1(4), pages 441-462, December.
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