Toshifumi Tokunaga

Musashi University - Department of Finance

1-26-1 Toyotamakami

Nerima Tokyo, 1768534

Japan

SCHOLARLY PAPERS

1

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46

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0

Scholarly Papers (1)

1.

On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 29 Posted: 23 Aug 2010
Keiichi Kubota, Toshifumi Tokunaga and Kenji Wada
Chuo University - Graduate School of Strategic Management, Musashi University - Department of Finance and Keio University - Faculty of Business & Commerce
Downloads 46 (400,177)

Abstract:

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Random Walk, Variance Ratio Test, Autocorrelation, Auto-Covariance