Osaka Securities Exchange / Japanese Stock Market Heita Nishioka CMA Quantitative / The Sumitomo Trust & Banking Co. Ltd. / Sapporo Securities Exchange / B/P / Nagoya Stock Exchange / Fukuoka Securities Exchange / The Securities Analysts Association of Japan Securities Analysts Journal / Tokyo Stock Exchange / /
Country
United States / /
Facility
Kyushu University / /
MarketIndex
MSCI growth / MSCI Japan / /
Organization
Faculty of Science / Investment Planning Department / Graduate School / Indexing and Quantitative Investment Department / Asset Management Department / Kyushu University / Securities Analysts Association of Japan Securities Analysts Journal Vol.46 No.3 / Securities Analysts Association of Japan / /
Securities Analysts Journal Vol.46 No.3 March 2008 Securities Analysts Journal Prize 2007 Attribution Analyses of Value Premium in the Japanese Stock Market