Empirical models & analysis of the Japanese equity market
Date of Issue2009
College of Business (Nanyang Business School)
This dissertation consists of two essays that empirically analyze the Japanese equity market. Factors (e.g., market trading mechanisms, corporate governance, keiretsu business structure) that may cause the Japanese market to behave substantially different from other (particularly Western) markets are analyzed in these two studies. These studies find not only unique Japanese market behaviors, but they also identify different behaviors under different market stages and conditions.
Nanyang Technological University