Credit rating matters in contrarian return -- evidence from the Japanese equity market

DOI10.15807/JORSJ.55.107MaRDI QIDQ2869482zbMATH OpenOpenAlexFDO

Authors Daisuke Sasaki, Koichi Miyazaki

Publication date 3 January 2014

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.55.107

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Credit risk (91G40) Financial applications of other theories (91G80)

Recommendations

• New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns
• Tail risk and return predictability for the Japanese equity market
• Forecasting credit spread volatility: evidence from the Japanese Eurobond market
• Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms
• Volatility return intervals analysis of the Japanese market
• Comparing dynamic and static performance indexes in the stock market: evidence from Japan
• On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference

Cited in

(3)

• The matching of lead underwriters and issuing firms in the Japanese corporate bond market
• scientific article; zbMATH DE number 1935517 (Why is no real title available?)
• Corporate financing activities and contrarian investment

This page was built for publication: Credit rating matters in contrarian return -- evidence from the Japanese equity market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2869482)