We would like to thank Ryuzo Miyao, Kazuo Ogawa, two anonymous referees and participants at the Japan Society of Monetary Economics held at Kagawa University for many useful comments, Yuzo Honda and Yoshihiro Kuroki for providing their data, and the Japan Society for the Promotion of Science (No. 21243027) and the Zengin Foundation for Studies on Economics and Finance (No. 0714) for financial support.
Individual Stock Returns and Monetary Policy: Evidence from Japanese Data†
Article first published online: 24 OCT 2013
© 2013 Japanese Economic Association
Japanese Economic Review
Volume 65, Issue 3, pages 375–396, September 2014
How to Cite
Shibamoto, M. and Tachibana, M. (2014), Individual Stock Returns and Monetary Policy: Evidence from Japanese Data. Japanese Economic Review, 65: 375–396. doi: 10.1111/jere.12019
- Issue published online: 22 JUL 2014
- Article first published online: 24 OCT 2013
- Manuscript Accepted: 11 JUL 2013
- Japan Society for the Promotion of Science. Grant Number: 21243027
- Zengin Foundation for Studies on Economics and Finance. Grant Number: 0714
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