CARF J-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
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CARF-J-124: A Case Study of a Family Business: Ohga Pharmacy Co., Ltd

Noriyuki Yanagawa and Chiho Kaide

CARF-J-123: A Case Study of a Family Business: Kawakin Holdings Co., Ltd

Noriyuki Yanagawa and Chiho Kaide

CARF-J-122: A Case Study of a Family Business: Toshimaya Honten

Noriyuki Yanagawa and Chiho Kaide

CARF-J-121: A Case Study of a Family Business: Hattori Kogyo Co., Ltd

Noriyuki Yanagawa and Chiho Kaide

CARF-J-105: The Contribution of Research and Development Investments by Sectors to GDP growth

Takashi Obinata

CARF-J-078: Bubble" or "Boom"?: Investigation of the Japanese economy in the second-half of 1980s with the firm-level data from the "Corporate Enterprise Annual Statistics", as preparation for studying the "Lost Two Decades

Yoshiro Miwa

CARF-J-077: What Did Corporate Executives, Outside Directors and Large Shareholders Really Do ?: Corporate Governance of Tokyo Marine and Tasiho Marine in Mitsubishi and Mitsui Zaibatsu

Tetsuji Okazaki

CARF-J-075: "Bad Loans", "Delayed Disposals", "Follow-on and Zombie Lending", and the Lost Two Decades": Lessons from the Japanese Experience?

Yoshiro Miwa

CARF-J-071: Hegemony, Trade and Credit Markets in the early modern Europe

Toru Iwami

CARF-J-070: Branch Network and Internal Flow of Funds of Mitsubishi Bank during the Second World War

Tetsuji Okazaki

CARF-J-069: GH skew Student's t-distribution in stochastic volatility model with application to stock returns

Yasuhiro Omori

CARF-J-068: The Economic Recession in 2008 and Corporate Accounting

Takashi Obinata

CARF-J-067: The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (2) Correlation Coefficients and Multiple Regressions

Yoshiro Miwa

CARF-J-066: The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (1) Overall Discussion and Preliminary Investigation

Yoshiro Miwa

CARF-J-065: The Reality of Short-term Shocks like the 'Credit Crunch' of 1997-1999 and the 'Financial Crisis' of 2007, and the Effectiveness of 'Emergency' Economic Measures ? A Follow-up to Miwa [2008]

Yoshiro Miwa

CARF-J-064: The Low 'Bank-Dependence Ratio' and Recent Further Increase in the 'Independence of Firms from Banks'

Yoshiro Miwa

CARF-J-063: "A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics ? 1994~2009: Introduction and Summary" (Revised in March 2011)

Yoshiro Miwa

CARF-J-062: "The Recent Economic and Financial Crisis: An Overview of its Causes, Propagation Mechanisms and Policy Responses" (in Japanese)

Kazuo Ueda

CARF-J-061: "Credit Guarantee" Policy [shin'yo hosho seido] for Small Businesses in Japan, with Reference to "the Special Credit Guarantee Policy" during 1998.10 - 2001.3

Yoshiro Miwa

CARF-J-060: The Role of the Central Bank under the Japanese Financial Crisis: Zero Interest Rate, Quantitative Easing, and Credit Easing

Shin-ichi Fukuda

CARF-J-059: Pricing Average Options under Stochastic Volatility Models

Kenichiro Shiraya, Akihiko Takahashi and Masashi Toda

CARF-J-058: The Benefits and Costs of Financial Globalization:The Anatomy of the Financial Crisis since 2007

Kazuo Ueda

CARF-J-057: Zaibatsu and Flow of Fund: A Case of Mitsubishi, 1937-1944"

Tetsuji Okazaki

CARF-J-056: The Role of Monetary Policy under Financial Turbulence

Shin-ichi Fukuda

CARF-J-055: Is Socially Responsible Investment Profitable?

Jiro Yoshida

CARF-J-054: "Credit Crunch"?: Details from Borrower Quarterly Financial Data about What Actually Happened in Japan during 1997-1999

Yoshiro Miwa

CARF-J-053: Net Income vs. Comprehensive Income -A Reexamination of Attributes, Relevance, and Price Informativeness-

Takashi Obinata

CARF-J-052: Usefulness of Earnings and Market Efficiency

Takashi Obinata

CARF-J-051: A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies

Takao Kobayashi and Seiji Minami

CARF-J-050: Analysts' Earnings Forecasts and the Value Relevance of Earnings

Takashi Obinata

CARF-J-049: Accounting Behavior of Firms Recognizing Impairment Losses

Takashi Obinata and Takako Okuda

CARF-J-048: Book Review: "The Quiet Revolution", Alan Blinder

Kazuo Ueda

CARF-J-047: The Role of Real Estate in Finance

Jiro Yoshida

CARF-J-046: Rational Predictability of Real Estate Prices

Jiro Yoshida

CARF-J-045: Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-

Tsunehiro Ishihara and Yasuhiro Omori

CARF-J-044: Financial Business in Tokugawa Japan

Makoto Kasuya

CARF-J-043: Value Relevance of Earnings Changes and Levels

Takashi Obinata

CARF-J-042: Pricing and Hedging of Long-Term Futures and Forward Contracts by a Three-Factor Model

Kenichiro Shiraya, Yosuke Fukunishi and Akihiko Takahashi

CARF-J-041: Information Revealing Effects of Anti-takeover Amendments: A case of Japan in 2005

Sumio Hirose, Tomotaka Fujita and Noriyuki Yanagawa

CARF-J-040: The Usefulness of Accounting Information and the Valuation of the Firm-- A Reexamination of the Efficient Market Hypothesis --

Takashi Obinata

CARF-J-039: Closed-form Solution of Bond Prices with Postponement of Redemption

Ryoichi Ikeda and Takao Kobayashi

CRRF-J-038: A Structural Approach without Path Dependency

Ryoichi Ikeda and Takao Kobayashi

CARF-J-037: Value Relevance of Earnings Information in Japan -- A Survey: The Empirical Findings by Foreign Researchers --

Takashi Obinata

CARF-J-036: Global Risk Sharing: Toward a stronger Financial System

Takao Kobayashi, Jeffrey Bohn and Risa Sai

CARF-J-035: Markov chain Monte Carlo method and its application to the stochastic volatility model

Yasuhiro Omori and Toshiaki Watanabe

CARF-J-034: The Case for View Based Dynamic ALM for Japanese Pension Funds: A New Approach to Liability Driven Investing

Sanjay Muralidhar, Masakazu Arikawa and Arun Muralidhar

CARF-J-033: Portfolio Management and Profitability of Mitsubishi Zaibatsu during the War: 1935-1944

Tetsuji Okazaki

CARF-J-032: ``On an Asymptotic Expansion Approach to Numerical Problems in Finance" (forthcoming in ``Sugaku," Vol. 59-1, (2007))

Akihiko Takahashi

CARF-J-031: The Critical Weakness of the Japanese Financial System and Its Remedy

Kobayashi Takao

CARF-J-030: The Market Efficiency - 35 years after Fama

Takao Kobayashi