A comparison of some aspects of the U.S. and Japanese equity markets
Abstract
Comparing Japanese and U.S. securities markets, the paper shows that survivor bias affecting quantitative analysis is relatively minor in Japan and substantial in the U.S. The paper suggests that the constraint levels and estimation procedures that did best in both countries in the past will do well in the...
Paper Details
Title
A comparison of some aspects of the U.S. and Japanese equity markets
Published Date
Oct 1, 2020
Pages
17 - 40
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