An Empirical Analysis of Stock Price Crashes at Firm-specific Level : Evidence from the Japanese Emerging Market - Collections

＜departmental bulletin paper＞
An Empirical Analysis of Stock Price Crashes at Firm-specific Level : Evidence from the Japanese Emerging Market

Creator	Creator Name 阿萬, 弘行 Aman, Hiroyuki アマン, ヒロユキ Affiliation Affiliation Name 甲南大学経済学部 : 准教授 Faculty of Economics, Konan University : Associate Professor
Language	Japanese
Publisher	九州大学経済学会
Publisher	Society of Political Economy, Kyushu University
Date	2010-02-15
Source Title	Keizaigaku=Kenkyu (Journal of Political Economy)
Vol	76
Issue	5
First Page	123
Last Page	142
Publication Type	Version of Record
Access Rights	open access
JaLC DOI	https://doi.org/10.15017/16496
Related DOI	經濟學研究 \|\| 76(5) \|\| p123-142
Related DOI	Journal of political economy \|\| 76(5) \|\| p123-142
Related URI	經濟學研究 \|\| 76(5) \|\| p123-142
Related URI	Journal of political economy \|\| 76(5) \|\| p123-142
Relation	經濟學研究 \|\| 76(5) \|\| p123-142
Relation	Journal of political economy \|\| 76(5) \|\| p123-142

File	FileType	Size	Views	Description
76_5_p123	pdf	993 KB	617

Record ID	16496
Peer-Reviewed	Refereed
Spatial	日本
Spatial	Japan
Subject Terms	効率的市場仮説
	企業固有ボラティリティ
	株価の変動
	Efficient Market Hypothesis
	idiosyncratic volatility
ISSN	0022-975X
NCID	AN00070058
Notes	特集金融構造変化のミクロ分析
Type	紀要論文
Temporal	現代
Temporal	Contemporary
Created Date	2010.02.27
Modified Date	2022.02.10