Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange

@article{masato2026,
  title        = {{Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange}},
  author       = {Masato Ubukata & Toshiaki Watanabe},
  journal      = {Japanese Economic Review},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s42973-026-00255-7},
}

TY  - JOUR
TI  - Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange
AU  - Ubukata, Masato
AU  - Watanabe, Toshiaki
JO  - Japanese Economic Review
PY  - 2026
ER  -

Masato Ubukata & Toshiaki Watanabe (2026). Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange. *Japanese Economic Review*. https://doi.org/https://doi.org/10.1007/s42973-026-00255-7

Masato Ubukata & Toshiaki Watanabe. "Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange." *Japanese Economic Review* (2026). https://doi.org/https://doi.org/10.1007/s42973-026-00255-7.

Out-of-sample predictability of high-frequency stock returns on the Tokyo Stock Exchange
Masato Ubukata & Toshiaki Watanabe · Japanese Economic Review · 2026
https://doi.org/https://doi.org/10.1007/s42973-026-00255-7