期刊文献+

Japanese Stock Price Determination: What Is Important?

Japanese Stock Price Determination: What Is Important?
下载PDF
导出
出处 《Journal of Modern Accounting and Auditing》 2011年第12期1386-1394,共9页 现代会计与审计(英文版)
关键词 股票价格 日本 宏观经济 投资者 利率 速度 exchange rate, interest rate, Japan, stock price, U.S.
  • 相关文献

参考文献19

  • 1Barton, R. J. (1996). Does the use of financial derivatives affect earnings management decisions? Accounting Review, 76, 1-26.
  • 2Brown, G. W. (2001). Managing foreign exchange risk with derivatives. Journal of Financial Economics, 60, 401-448.
  • 3Campbell, J. Y. (1987). Stock returns and the term structure. Journal of Financial Economics, 18, 373-399.
  • 4Campbell, J. Y. (199l). A variance decomposition for stock returns. Economic Journal, 101, 157-179.
  • 5Campbell, J. Y., & Ammer, J. (1993), What moves the stock and bond markets? A variance decomposition for long-term asset returns. Journal of Finance, 48(1), 3-37.
  • 6Campbell, J. Y., & Shiller, R. J. (1998). The dividend-price ratio and expectations of future dividends and discount factors. Review of Financial Studies, 1, 195-228.
  • 7Campbell, J. Y., & Shiller, R. J. (1991). Yield spreads and interest rate movements: A bird's eye view. Review of Economic Studies, 58, 495-514.
  • 8Chadha, J. S., Sarno, L., & Valente, G. (2004). Monetary policy rules, asset prices, and exchange rates. IMF Staff Paper, 51(4), 1-23.
  • 9Choi, J. J., Hiraki, T., & Takezawa, N. (1998). Is foreign exchange rate risk priced in the Japanese stock market. Journal of Financial and Quantitative Analysis, 33, 361-382.
  • 10Cutler, D. M., Poterba, J. T., & Summers, L. H. (1989). What moves stock prices. Journal of Portfolio Management, 15, 4-12.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部