Atsuyuki Naka - Publications

Affiliations: 
Economics and Finance University of New Orleans, New Orleans, LA, United States 
Area:
Finance

23 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Alhassan A, Naka A. Corporate future investments and stock liquidity: Evidence from emerging markets International Review of Economics & Finance. 65: 69-83. DOI: 10.1016/J.Iref.2019.10.002  0.409
2015 Noman A, Rahman MN, Naka A. Portfolio investment outflow and the complementary role of direct investment Journal of Financial Economic Policy. 7: 190-206. DOI: 10.1108/Jfep-03-2014-0024  0.353
2015 Noman A, Naka A. Premiums and returns of iPath exchange traded notes Journal of Asset Management. 16: 401-414. DOI: 10.1057/jam.2015.23  0.329
2015 Naka A, Noman A. Diversification of risk exposure through country mutual funds under alternative investment opportunities Quarterly Review of Economics and Finance. DOI: 10.1016/J.Qref.2016.06.009  0.41
2015 Noman A, Naka A, Zirek D. Examining return predictability of industry style portfolios with prior return relative to a benchmark Quarterly Review of Economics and Finance. DOI: 10.1016/J.Qref.2016.04.010  0.382
2013 French JJ, Naka A. Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India Global Finance Journal. 24: 13-29. DOI: 10.1016/J.Gfj.2013.03.005  0.391
2012 Naka A, Oral E. Stock Return Volatility And Trading Volume Relationships Captured With Stable Paretian GARCH And Threshold GARCH Models Journal of Business & Economics Research. 11: 47-52. DOI: 10.19030/Jber.V11I1.7522  0.391
2008 French JJ, Naka A. Dynamic linkages between U.S. portfolio equity flows and equity returns in China and India Economics of Emerging Markets. 67-98.  0.325
2006 Maroney N, Naka A. Diversification benefits of Japanese real estate over the last four decades Journal of Real Estate Finance and Economics. 33: 259-274. DOI: 10.1007/S11146-006-9985-3  0.365
2005 Daal E, Naka A, Sanchez B. Re-examining inflation and inflation uncertainty in developed and emerging countries Economics Letters. 89: 180-186. DOI: 10.1016/J.Econlet.2005.05.024  0.301
2004 Maroney N, Naka A, Wansi T. Changing Risk, Return, and Leverage: The 1997 Asian Financial Crisis Journal of Financial and Quantitative Analysis. 39: 143-166. DOI: 10.1017/S0022109000003926  0.394
1997 Varela O, Naka A. Forward Hedging the Exchange Risks of U.S. Equity Investments in the U.K., Germany and France The Financial Review. 32: 527-544. DOI: 10.1111/J.1540-6288.1997.Tb00437.X  0.386
1997 Bakshi GS, Naka A. Unbiasedness of the Forward Exchange Rates The Financial Review. 32: 145-162. DOI: 10.1111/J.1540-6288.1997.Tb00419.X  0.366
1997 Lajaunie JP, Naka A. Re-examining cointegration, unit roots and efficiency in foreign exchange rates Journal of Business Finance and Accounting. 24: 363-374. DOI: 10.1111/1468-5957.00109  0.339
1997 Varela O, Naka A. The London International Stock Exchange's Foreign Currency Exposures to the Dollar, Yen and Mark Managerial Finance. 23: 45-57. DOI: 10.1108/Eb018634  0.348
1997 Sundar C, Varela O, Naka A. Black market and official exchange rates, cointegration and purchasing power parity in developing Asian countries Global Finance Journal. 8: 221-238. DOI: 10.1016/S1044-0283(97)90017-X  0.388
1997 Bakshi GS, Naka A. An empirical investigation of asset pricing models using Japanese stock market data Journal of International Money and Finance. 16: 81-112. DOI: 10.1016/S0261-5606(96)00049-6  0.411
1996 Lajaunie JP, McManis BL, Naka A. Further Evidence on Foreign Exchange Market Efficiency: An Application of Cointegration Tests The Financial Review. 31: 553-564. DOI: 10.1111/J.1540-6288.1996.Tb00886.X  0.406
1996 Hassan MK, Naka A. Short-run and long-run dynamic linkages among international stock markets International Review of Economics and Finance. 5: 387-405. DOI: 10.1016/S1059-0560(96)90025-8  0.452
1995 Mukherjee TK, Naka A. Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model Journal of Financial Research. 18: 223-237. DOI: 10.1111/J.1475-6803.1995.Tb00563.X  0.406
1995 Bakshi GS, Chen Z, Naka A. Production-based asset pricing in Japan Pacific-Basin Finance Journal. 3: 217-240. DOI: 10.1016/0927-538X(95)00007-8  0.365
1994 Barrows CW, Naka A. Use of macroeconomic variables to evaluate selected hospitality stock returns in the U.S International Journal of Hospitality Management. 13: 119-128. DOI: 10.1016/0278-4319(94)90033-7  0.397
1992 Lajaunie JP, Naka A. Is The Tokyo Spot Foreign Exchange Market Consistent With The Efficient Market Hypothesis Review of Financial Economics. 2: 68-74. DOI: 10.1002/J.1873-5924.1992.Tb00557.X  0.415
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