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A Standard Data Base for the Analysis of Japanese Security Markets

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  • Hamao, Yasushi

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.

Suggested Citation

  • Hamao, Yasushi, 1991. "A Standard Data Base for the Analysis of Japanese Security Markets," The Journal of Business, University of Chicago Press, vol. 64(1), pages 87-102, January.
    • Handle: RePEc:ucp:jnlbus:v:64:y:1991:i:1:p:87-102
    DOI: 10.1086/296527
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    Cited by:

    1. Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019. "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(3), pages 1225-1298.
    2. Yasushi Hamao & Jianping Mei & Yexiao Xu, 2007. "Unique Symptoms of Japanese Stagnation: An Equity Market Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 901-923, June.
    3. Vivek Mande & Richard G. File & Wikil Kwak, 2000. "Income Smoothing and Discretionary R&D Expenditures of Japanese Firms," Contemporary Accounting Research, John Wiley & Sons, vol. 17(2), pages 263-302, June.
    4. Ohta, Wataru, 2006. "An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 1023-1039, March.

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