Title: Japanese capital markets : analysis and characteristics of equity, debt, and financial futures markets /
Authors: Elton, Edwin J.; Gruber, Martin Jay, 1937-
Publisher: Harper & Row, Ballinger Division,
Year: 1990
Subjects: Capital market Japan; Securities Japan
Contents: Fifteen-year performance of Japanese capital markets / Yasushi Hamao -- The Japanese financial system in comparative perspective / Eisuke Sakakibara and Robert Alan Feldman -- Some aspects of Japanese corporate finance / James E. Hodder and Adrian E. Tschoegl -- Underwriting Japanese long-term national bonds / Richard H. Pettway -- Estimating the dependence structure of Japanese share prices / Cheol S. Eun and Bruce G. Resnick -- A multi-index risk model of the Japanese stock market / Edwin J. Elton and Martin J. Gruber -- An empirical examination of the arbitrage pricing theory / Yasushi Hamao -- Macroeconomic factors and the Japanese equity markets / Stephen J. Brown and Toshiyuki Otsuki -- International capital markets segmentation / Mustafa N. Gultekin, N. Bulent Gultekin, and Alessandro Penati -- Seasonal and size anomalies in the Japanese stock market / Kiyoshi Kato and James S. Schallheim -- Day of the week effects in Japanese stock / Kiyoshi Kato, William T. Ziemba, and Sandra L. Schwartz -- Analysts' expectations and Japanese stock prices / Edwin J. Elton and Martin J. Gruber.