A Standard Data Base for the Analysis of Japanese Security Markets

Yasushi Hamao

The Journal of Business, 1991, vol. 64, issue 1, 87-102

Abstract: This article presents and characterizes historical Japanese financial data in aggregate series and in summary statistics. This data base, which is calculated from newly compiled raw data on individual security returns, is consistent with the Center for Research in Security Prices/Ibbotson-Sinquefield methodology for the United States. Thus, it allows direct comparison with U.S. financial markets. Copyright 1991 by University of Chicago Press.

Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://dx.doi.org/10.1086/296527 full text (application/pdf)
Access to full text is restricted to JSTOR subscribers. See http://www.jstor.org for details.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ucp:jnlbus:v:64:y:1991:i:1:p:87-102

Access Statistics for this article

More articles in The Journal of Business from University of Chicago Press
Bibliographic data for series maintained by Journals Division ().