5
H index
2
i10 index
70
Citations
Yusaku Nishimura : Citation Profile
University of International Business and Economics (UIBE) | RESEARCH PRODUCTION: 13 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2010 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yusaku Nishimura. | Is cited by:
| Cites to:
|
Main data
Where Yusaku Nishimura has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 2 |
| Emerging Markets Finance and Trade | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics | 5 |
Recent works citing Yusaku Nishimura (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487. Full description at Econpapers || Download paper |
| 2020 | Institutional investors attention to environmental information, trading strategies, and market impacts: Evidence from China. (2020). Mao, Xiaodan ; Wei, Ping ; Chen, Xiaohong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:566-591. Full description at Econpapers || Download paper |
| 2020 | Volatility spillovers across European stock markets under the uncertainty of Brexit. (2020). Li, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:1-12. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691. Full description at Econpapers || Download paper |
| 2020 | Interrelations in market fears of U.S. and European equity markets. (2020). Sarwar, Ghulam ; GhulamSarwar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294081930169x. Full description at Econpapers || Download paper |
| 2020 | Analysis 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. Full description at Econpapers || Download paper |
| 2020 | The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148. Full description at Econpapers || Download paper |
| 2020 | Spatial 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. Full description at Econpapers || Download paper |
| 2020 | Interindustry 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. Full description at Econpapers || Download paper |
| 2020 | Identification of short-term and long-term time scales in stock markets and effect of structural break. (2020). Bal, Debi Prasad ; Mahata, Ajit ; Nurujjaman, MD. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s037843711932014x. Full description at Econpapers || Download paper |
| 2020 | The (in)efficiency of NYMEX energy futures: A multifractal analysis. (2020). , Igor ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303952. Full description at Econpapers || Download paper |
| 2020 | International 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. Full description at Econpapers || Download paper |
| 2020 | Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638. Full description at Econpapers || Download paper |
| 2021 | Intraday 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. Full description at Econpapers || Download paper |
| 2020 | Exchange 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. Full description at Econpapers || Download paper |
| 2020 | Special Issue: Population and economic development in East Asia 2. (2020). Kinugasa, Tomoko. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:14:y:2020:i:2:d:10.1007_s42495-020-00048-9. Full description at Econpapers || Download paper |
| 2020 | Spillover 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. Full description at Econpapers || Download paper |
Works by Yusaku Nishimura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects.(2016) In: The Japanese Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2016 | Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | The intraday volatility spillover index approach and an application in the Brexit vote In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
| 2013 | Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China In: Japan and the World Economy. [Full Text][Citation analysis] | article | 23 |
| 2015 | Intraday return and volatility spillover mechanism from Chinese to Japanese stock market In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 18 |
| 2014 | Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market.(2014) In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2014 | Fractal markets: Liquidity and investors on different time horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2016 | The long memory and the transaction cost in financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2010 | The paradox of Chinas international stock market co-movement: Evidence from volatility spillover effects between China and G5 stock markets In: Journal of Chinese Economic and Foreign Trade Studies. [Full Text][Citation analysis] | article | 3 |
| 2018 | China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2019 | Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2010 | The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets In: Discussion Papers in Economics and Business. [Citation analysis] | paper | 1 |
| 2011 | The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets.(2011) In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Return 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. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
| New normal and new economy: a new growth engine for China In: International Journal of Economic Policy Studies. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team