| Estimation and testing for dependence in market microstructure noise M Ubukata, K Oya Journal of Financial Econometrics 7 (2), 106-151, 2009 | 51 | 2009 |
| Market liquidity and bank-dominated corporate governance: Evidence from Japan H Sakawa, M Ubukata, N Watanabel International Review of Economics & Finance 31, 1-11, 2014 | 47 | 2014 |
| Tail risk and return predictability for the Japanese equity market TG Andersen, V Todorov, M Ubukata Journal of Econometrics 222 (1), 344-363, 2021 | 39 | 2021 |
| Discussion Paper Series 2011-05 (revised version of 2010-03) M Fukasawa, I Ishida, N Maghrebi, K Oya, M Ubukata, K Yamazaki International Journal of Theoretical and Applied Finance 14 (4), 433-463, 2011 | 34 | 2011 |
| Pricing Nikkei 225 options using realized volatility M Ubukata, T Watanabe The Japanese Economic Review 65, 431-467, 2014 | 26 | 2014 |
| Market variance risk premiums in Japan for asset predictability M Ubukata, T Watanabe Empirical Economics 47, 169-198, 2014 | 13 | 2014 |
| Dynamic hedging performance and downside risk: Evidence from Nikkei index futures M Ubukata International Review of Economics & Finance 58, 270-281, 2018 | 10 | 2018 |
| A test for dependence and covariance estimator of market microstructure noise M Ubukata, K Oya Discussion Papers in Economics And Business, 07-03, 2008 | 9 | 2008 |
| Does pre-trade transparency affect market quality in the Tokyo Stock Exchange? H Sakawa, M Ubukata Economics Bulletin 32 (3), 2103-2112, 2012 | 5 | 2012 |
| Evaluating the performance of futures hedging using multivariate realized volatility M Ubukata, T Watanabe Journal of the Japanese and International Economies 38, 148-171, 2015 | 3 | 2015 |
| Jump tail risk premium and predicting US and Japanese credit spreads M Ubukata Empirical Economics 57 (1), 79-104, 2019 | 2 | 2019 |
| Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion M Ubukata, T Watanabe Global COE Hi-Stat Discussion Paper Series, 2011 | 2 | 2011 |
| Option Pricing Using Realized Volatility and ARCH. T Watanabe, M Ubukata Management Science, 44, 1218-1233, 2009 | 2 | 2009 |
| Test of unbiasedness of the integrated covariance estimation in the presence of noise M Ubukata, K Oya Osaka University, Graduate School of Economics Discussion Papers in …, 2007 | 2 | 2007 |
| A time-varying jump tail risk measure using high-frequency options data M Ubukata Empirical Economics 63 (5), 2633-2653, 2022 | 1 | 2022 |
| Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market M Ubukata Economics Bulletin 30 (4), 2906-2919, 2010 | 1 | 2010 |
| Estimation and inference in the yield curve model with an instantaneous error term M Ubukata, M Fukushige Mathematics and Computers in Simulation 79 (9), 2938-2946, 2009 | 1 | 2009 |
| Variance Risk Premium Components in Japan for Predictability: Evidence from the COVID-19 Pandemic M Ubukata International Journal of Economics and Finance 15 (8), 1-27, 2023 | | 2023 |
| Realized jump beta: Evidence from high-frequency data on Tokyo Stock Exchange M Ubukata 明治学院大学経済研究= The papers and proceedings of economics 161, 155-168, 2021 | | 2021 |
| Stock Return Predictability and Variance Risk Premia around the ZLB T Ogawa, M Ubukata, T Watanabe IMES Discussion Paper Series, 2020 | | 2020 |
