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Financial economics / TOPIX / Autocorrelation / Stock market index / Random walk hypothesis / Nikkei 225 / Tokyo Stock Exchange / Stock market / Statistics / Time series analysis / Economy of Japan


Document Date: 2014-08-06 02:49:34

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City

Tokyo / /

Company

AMEX / NASDAQ / Mitsui / NYSE / Tokyo Stock Exchange / /

Country

Japan / United States / /

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Facility

The Institute of Economic Research Hitotsubashi University Kunitachi / Hitotsubashi University / Tokuo Iwaisako† Institute of Economic Research / /

IndustryTerm

oil crisis / /

MarketIndex

S&P 500 / Nikkei 225 / TOPIX / CRSP / /

Organization

Columbia Business School / Ministry of Finance / Tokuo Iwaisako† Institute of Economic Research / Center on Japanese Economy and Business / Hitotsubashi University / Institute of Economic Research Hitotsubashi University Kunitachi / /

Person

Yukihiro Asano / Kazuo Kishimoto / Kazu Ohashi / Yvonne Thurman / Seki Obata / Hitoshi Takehara / Kohei Aono / Satoru Kano / Shoko Nakano / Toshiki Honda / Hajime Takahashi / Hayato Nakata / /

/

Position

author / representative / /

SocialTag