Analysis of the relationship between firm-level total factor productivity and stock returns.
We examine Japanese firms' dividend payout policies, target dividends and stock repurchases with a new data set build using text mining and natural language processing.
Arbitrage and liquidity relationships between futures traded in Tokyo and New York.
We model the influence of domestic and foreign investors’ trades on the efficient price of Japanese stocks over 39 years.
Analysis of commodity market microstructure relationships for plantinum and gold in New York (NYMEX, COMEX) and Tokyo (TOCOM)
We model and forecast developed market currencies using fundamental equilibrium echange rat and business cycle insights, and develop a backtester for analysing the performance of currency portfolios.
Financial market information in monetary policy; modelling macroeconomic cycles.
Pricing and volatility of aluminium, copper, lead, nickel, tin and zinc futures on the London Metals Exchange (LME).
Analysis of market mechanisms for carbon emissions mitigation, including emissions trading and taxation, and its impact on business. Renewable energy policy and the role of rnewable energy in economic development, and its links with carbon emissions reduction.