Details about Yusaku Nishimura

Access statistics for papers by Yusaku Nishimura.

Last updated 2022-09-09. Update your information in the RePEc Author Service.

Short-id: pni230

Working Papers

2017

1. Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets
   Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics View citations (2)

2014

2. Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
   Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics View citations (8)
   See also Journal Article Intraday return and volatility spillover mechanism from Chinese to Japanese stock market, Journal of the Japanese and International Economies, Elsevier (2015) View citations (17) (2015)

2012

3. Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data
   Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics View citations (3)

2011

4. The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets
   Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics View citations (1)
   Also in Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics (2010)

Journal Articles

2021

1. President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries
   The North American Journal of Economics and Finance, 2021, 58, (C) View citations (3)
2. Trump's tweets: Sentiment, stock market volatility, and jumps
   Journal of Financial Research, 2021, 44, (3), 497-512

2020

3. New normal and new economy: a new growth engine for China
   International Journal of Economic Policy Studies, 2020, 14, (2), 301-312 View citations (7)
   Also in International Journal of Economic Policy Studies, 1-12 View citations (3)
4. Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed?
   Emerging Markets Finance and Trade, 2020, 55, (8), 1722-1736
   Also in Emerging Markets Finance and Trade, 2019, 55, (8), 1722-1736 (2019) View citations (3)

2018

5. China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone
   Emerging Markets Finance and Trade, 2018, 54, (2), 450-467
6. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets
   Economic Modelling, 2018, 69, (C), 237-248 View citations (14)
7. The intraday volatility spillover index approach and an application in the Brexit vote
   Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 241-253 View citations (22)

2016

8. The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects
   The Japanese Economic Review, 2016, 67, (3), 280-294 View citations (2)
   Also in The Japanese Economic Review, 2016, 67, (3), 280-294 (2016) View citations (2)
9. The long memory and the transaction cost in financial markets
   Physica A: Statistical Mechanics and its Applications, 2016, 442, (C), 312-320 View citations (1)
10. Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX
    Energy Economics, 2016, 59, (C), 167-178 View citations (4)

2015

11. Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
    Journal of the Japanese and International Economies, 2015, 35, (C), 23-42 View citations (17)
    See also Working Paper Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market, Discussion Papers in Economics and Business (2014) View citations (8) (2014)

2014

12. Fractal markets: Liquidity and investors on different time horizons
    Physica A: Statistical Mechanics and its Applications, 2014, 407, (C), 144-151 View citations (10)

2013

13. Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China
    Japan and the World Economy, 2013, 25-26, 90-101 View citations (29)