Kenjiro Hirayama : Citation Profile


Are you Kenjiro Hirayama?

Kwansei Gakuin University

6

H index

3

i10 index

94

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 4
   Journals where Kenjiro Hirayama has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 10 (9.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phi142
   Updated: 2021-10-16    RAS profile: 2016-04-05    
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Relations with other researchers


Works with:

Nishimura, Yusaku (3)

Tsutsui, Yoshiro (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenjiro Hirayama.

Is cited by:

Thorbecke, Willem (10)

Tsutsui, Yoshiro (4)

Kamihigashi, Takashi (3)

Fukuda, Shin-ichi (3)

Clain-Chamosset-Yvrard, Lise (3)

Eichengreen, Barry (2)

Beine, Michel (2)

Balcilar, Mehmet (2)

Ito, Mikio (2)

Nishimura, Yusaku (2)

RAYMOND, Helene (2)

Cites to:

Bollerslev, Tim (23)

Tsutsui, Yoshiro (22)

Andersen, Torben (15)

Engle, Robert (15)

Diebold, Francis (14)

Cheung, Yin-Wong (7)

Yilmaz, Kamil (7)

Karolyi, G. (7)

Granger, Clive (6)

Nishimura, Yusaku (6)

Pesaran, M (6)

Main data


Where Kenjiro Hirayama has published?


Journals with more than one article published# docs
The Japanese Economic Review2
Japan and the World Economy2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics9
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University2

Recent works citing Kenjiro Hirayama (2021 and 2020)


YearTitle of citing document
2021The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan. (2021). Zhou, Rui Jie ; Yi, Chiao ; Chu, Chien Chi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1043-1057.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks. (2020). Zhang, Weiping ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300826.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2020International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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2021Intraday Volatility Spillovers among European Financial Markets during COVID-19. (2021). Bashir, Beenish ; Mughal, Khurrum Shahzad ; Ferreira, Paulo ; Aslam, Faheem. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:5-:d:475123.

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2020Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets. (2020). Chirila, Ciprian. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xx:y:2020:i:2:p:2-11.

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2020Exchange Rate Volatility and its Impact on Chinas Trade with the United States. (2020). , Franklin ; Lin, Frank ; Bhandari, Rabindra ; Upadhyaya, Kamal. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0876.

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2020Spillover dynamics across price inflation and selected agricultural commodity prices. (2020). Bekun, Festus Victor ; Balcilar, Mehmet. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-0180-0.

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2021Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

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Works by Kenjiro Hirayama:


YearTitleTypeCited
2007Special Quotes Invoke Autocorrelation in Japanese Stock Prices In: Asian Economic Journal.
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article0
2010HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH?FREQUENCY DATA In: The Japanese Economic Review.
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article6
2008How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data.(2008) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 6
paper
2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects In: The Japanese Economic Review.
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article1
2004Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data In: ISER Discussion Paper.
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paper1
2003Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data.(2003) In: Discussion Papers in Economics and Business.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data.(2004) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 1
paper
2005Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? In: ISER Discussion Paper.
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paper0
2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets In: Economic Modelling.
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article6
1998Threshold effect in international linkage of stock prices In: Japan and the World Economy.
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article8
2013Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China In: Japan and the World Economy.
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article24
2005Estimation of the common and country-specific shock to stock prices In: Journal of the Japanese and International Economies.
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article4
2015Intraday return and volatility spillover mechanism from Chinese to Japanese stock market In: Journal of the Japanese and International Economies.
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article19
2014Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market.(2014) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 19
paper
2004Are international portfolio adjustments a cause of comovements in stock prices? In: Pacific-Basin Finance Journal.
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article3
1995Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? In: California Davis - Institute of Governmental Affairs.
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paper2
1995Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia?.(1995) In: Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1996Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in East Asia? In: NBER Chapters.
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chapter6
2009Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock In: Discussion Papers in Economics and Business.
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paper0
2010The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets In: Discussion Papers in Economics and Business.
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paper1
2011The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets.(2011) In: Discussion Papers in Economics and Business.
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This paper has another version. Agregated cites: 1
paper
2012Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data In: Discussion Papers in Economics and Business.
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paper1
2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets In: Discussion Papers in Economics and Business.
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paper0
2004Appropriate lag specification for daily responses of international stock markets In: Applied Financial Economics.
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article11
2013International Stock Price Co-movement In: Asian Economic Papers.
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article1

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