Issue 4/2019
Content (7 Articles)
Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit
Wee-Yeap Lau, Tien-Ming Yip
Financial Markets Development and Financing Choice of Firms: New Evidence from Asia
Inder Sekhar Yadav, Debasis Pahi, Rajesh Gangakhedkar
Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets
Hidehiko Shimizu, Takayuki Shiohama
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model
Didit Budi Nugroho, Takayuki Morimoto
Original Research
Analysis of Price Differences Between A and H Shares
Y. Bai, W. M. Tang, K. F. C. Yiu
A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary
Yuji Hishida, Yuta Ishigaki, Toshiki Okumura