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- W2023572486 abstract "This study attempts to shed light on whether land price movements have contributed to fluctuations in bank stock returns. Although the aim of this paper is to see the relationship between land prices and bank stock returns, other macroeconomic factors have also been included in order to use the multifactor APT model. We find that land price is a significant risk factor affecting the Japanese bank stock returns during the bubble period in addition to other factors such as exchange rate, inflation and money supply." @default.
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- W2023572486 date "2006-01-01" @default.
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- W2023572486 title "Land prices and its effect on the Japanese bank stocks" @default.
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- W2023572486 doi "https://doi.org/10.1504/ijef.2006.008840" @default.
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