Author

Kenjiro Hirayama

Observed names: Hirayama, Kenjiro, KENJIRO HIRAYAMA, 平山, 健二郎

Institution: Kwansei Gakuin University

Observed institution: Kwansei Gakuin University

OpenAlex ID: A5084415473

Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China

2013 · Yusaku Nishimura, Kenjiro Hirayama · Japan and the World Economy · 69

Threshold effect in international linkage of stock prices

1998 · Kenjiro Hirayama, Yoshiro Tsutsui · Japan and the World Economy · 34

Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets

2017 · Yusaku Nishimura, Yoshiro Tsutsui, et al. · Economic Modelling · 29

Intraday return and volatility spillover mechanism from Chinese to Japanese stock market

2014 · Yusaku Nishimura, Yoshiro Tsutsui, et al. · Journal of the Japanese and International Economies · 28

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Appropriate lag specification for daily responses of international stock markets

2004 · Yoshiro Tsutsui *, Kenjiro Hirayama · Applied Financial Economics · 15

Estimation of the common and country-specific shock to stock prices

2004 · Yoshiro Tsutsui, Kenjiro Hirayama · Journal of the Japanese and International Economies · 10

Special Quotes Invoke Autocorrelation in Japanese Stock Prices*

2007 · Yoshiro Tsutsui, Kenjiro Hirayama, et al. · Asian Economic Journal · 8

Intensifying International Linkage of Stock Prices:Cointegration and VEC Analysis

1998 · Kenjiro Hirayama, Yoshiro Tsutsui · 大阪大学経済学 · 8

Are international portfolio adjustments a cause of comovements in stock prices?

2004 · Yoshiro Tsutsui, Kenjiro Hirayama · Pacific-Basin Finance Journal · 7

Corporate Environmental Education in Japan: Current Situation and Problems

2003 · Kenjiro Hirayama · 7

Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in East Asia?

1995 · Wing Thye Woo, Kenjiro Hirayama · RePEc: Research Papers in Economics · 7

The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects

2016 · Yusaku Nishimura, Yoshiro Tsutsui, et al. · Japanese Economic Review · 6

Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data

2004 · Yoshiro Tsutsui, Kenjiro Hirayama · SSRN Electronic Journal · 5

International Stock Price Co-movement

2013 · Kenjiro Hirayama, Yoshiro Tsutsui · Asian Economic Papers · 4

Return and Volatility Spillovers between Japanese and Chinese Stock Markets : An Analysis of Overlapping Trading Hours with High-frequency Data

2012 · Yusaku Nishimura, Yoshiro Tsutsui, et al. · OUKA (Osaka University Knowledge Archive) (Osaka University) · 4

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How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? an Analysis With High-frequency Data

2009 · YOSHIRO TSUTSUI, KENJIRO HIRAYAMA · Japanese Economic Review · 4

Can We Make Money with Fifth-Order Autocorrelation in Japanese Stock Prices?

2005 · Yoshiro Tsutsui, Kenjiro Hirayama, et al. · SSRN Electronic Journal · 2

The Financial Crisis and Intraday Volatility : Comparative Analysis on China, Japan and the US Stock Markets

2011 · 友作西村, 義郎筒井, et al. · RePEc: Research Papers in Economics · 1

Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock Market

2009 · Kenjiro Hirayama, Yoshiro Tsutsui · 1

Japanese financial markets in turmoil: liberalization and consequences

2000 · Kenjiro Hirayama · Edward Elgar Publishing eBooks · 1

インプットあってこそのアウトプット

2017 · 平山, 健二郎 · Institutional Repositories DataBase (IRDB)

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Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets

2017 · Yusaku Nishimura, Yoshiro Tsutsui, et al. · RePEc: Research Papers in Economics

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Where Has All the Money Gone? : Reevaluation of the Quantity Theory of Money

2014 · 平山, 健二郎, Hirayama, Kenjiro · Institutional Repositories DataBase (IRDB)

貨幣はどこに消えたのか? : 貨幣数量説の再検討 (学院創立125周年学部開設80周年記念論文集)

2014 · 平山健二郎, Kenjiro Hirayama · 経済学論究

International Stock Price Linkages among Asian Countries

2014 · 平山, 健二郎, Hirayama, Kenjiro · Institutional Repositories DataBase (IRDB)

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Works count: 50

Citation count: 251

H-index: 8

I10-index: 6