Yasushi Hamao : Citation Profile


Are you Yasushi Hamao?

University of Southern California

11

H index

12

i10 index

1608

Citations

RESEARCH PRODUCTION:

18

Articles

19

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1988 - 2014). See details.
   Cites by year: 61
   Journals where Yasushi Hamao has often published
   Relations with other researchers
   Recent citing documents: 193.    Total self citations: 6 (0.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha719
   Updated: 2020-03-21    RAS profile: 2015-07-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yasushi Hamao.

Is cited by:

Harvey, Campbell (22)

Fratzscher, Marcel (14)

Stulz, René (12)

Karolyi, G. (12)

Ehrmann, Michael (10)

Bekaert, Geert (10)

Ferson, Wayne (9)

Mehl, Arnaud (9)

Nitschka, Thomas (9)

Bauer, Gregory (9)

Albuquerque, Rui (9)

Cites to:

Campbell, John (9)

Madhavan, Ananth (9)

Amihud, Yakov (7)

merton, robert (6)

Harvey, Campbell (6)

Shleifer, Andrei (5)

Stoll, Hans (5)

Bekaert, Geert (4)

Ritter, Jay (4)

Cao, Charles (4)

Hoshi, Takeo (4)

Main data


Where Yasushi Hamao has published?


Journals with more than one article published# docs
Japan and the World Economy4
Journal of Finance2
Pacific-Basin Finance Journal2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2

Recent works citing Yasushi Hamao (2018 and 2017)


YearTitle of citing document
2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES. (2017). Siami-Namini, Sima ; Hudson, Darren. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252845.

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2017The Value-Growth Indicators and Value Premium: Evidence from Pakistan Stock Exchange. (2017). Syed, Tanveer Ahmad. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:11:y:2017:i:2:p:124-139.

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2019A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1602.00839.

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2017Generalized Optimal Liquidation Problems Across Multiple Trading Venues. (2017). Siu, Tak Kuen ; Yang, Qing-Qing ; Gu, Jia-Wen ; Ching, Wai-Ki. In: Papers. RePEc:arx:papers:1607.04553.

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2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

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2018The Influence of Peg and F_Score on Stock Return by Valued Investment Portfolios: Empirical Evidence from Vietnam. (2018). Tuyet, Hoa Thi ; Duc, Toan Luu ; Sy, Nam ; Pham, Nhan Thi ; Tran, Vinh Tuan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:366-377.

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2019The Relationship between Risk and Return - An Empirical Evidence from Real Estate Stocks Listed in Vietnam. (2019). Toan, Le Duc ; Bao, Phan Nguyen ; Trang, Tran Thi ; Minh, Phan Tran ; Diem, Vo Hoang. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1211-1226.

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2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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2019Determinants of Value Creation in Emerging Market Firms ¨C¨C An Empirical Examination. (2019). Sukumaran, Sujit. In: Review of Economics & Finance. RePEc:bap:journl:190306.

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2018Italian banks and market-based corporate financing. (2018). Marinelli, Giuseppe ; Albareto, Giorgio . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_432_18.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2018Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491.

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2018Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82.

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2017CEO personal investment decisions and firm risk. (2017). Cen, Wei ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:920-950.

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2017Aggregate and Firm-level Volatility in the Japanese Economy. (2017). KWON, Hyeog Ug ; Kim, YoungGak ; Ug, Hyeog. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:158-172.

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2017The Certification Role Of Pre-IPO Banking Relationships: Evidence From IPO Underpricing in Japan. (2017). Ogura, Yoshiaki. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:257-278.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017Country Reputation and Trade Policy Preferences - Using the News of the Election of Donald Trump as an Instrument. (2017). Shepotylo, Oleksandr ; Coupé, Tom ; Coupe, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:17/08.

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2018The Rate of Return on Everything, 1870-2015. (2018). Taylor, Alan ; Knoll, Katharina ; Jorda, Oscar ; Schularick, Moritz ; Kuvshinov, Dmitry. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6899.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017The Rate of Return on Everything, 1870-2015. (2017). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kuvshinov, Dmitry ; Knoll, Katharina ; Jordi, Iscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12509.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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2019Trade Networks and Firm Value: Evidence from the US-China Trade War. (2019). Tang, Heiwai ; Liu, Sibo ; Lin, Chen ; Huang, YI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14173.

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2019Big in Japan: Global Volatility Transmission between Assets and Trading Places. (2019). Masuhr, Andreas. In: CQE Working Papers. RePEc:cqe:wpaper:8119.

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2017Long Term Growth Perspectives in Japan and the Euro Area. (2017). Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1661.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Earnings Surprises, Investor Sentiments and Contrarian Strategies. (2017). Zou, Liping ; Chen, Ruishan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-20.

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2017Emerging Markets: Evaluating Graham’s Stock Selection Criteria on Portfolio Return in Saudi Arabia Stock Market. (2017). Zakaria, Nadisah ; Hashim, Fariza . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-59.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-51.

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2017The Application of Genetic Programming on the Stock Movement Forecasting System. (2017). Tsai, Yi-Chi ; Hong, Cheng-Yih. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-06-9.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

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2017Economic consequences of SEC regulation pertaining to financial expert definition. (2017). Garner, Steve A ; Conover, Teresa L ; Hutchison, Paul D. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:75-86.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

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2019How do firms respond to political tensions? The heterogeneity of the Dalai Lama Effect on trade. (2019). Fuchs, Andreas ; Hu, Cui ; Lin, Faqin. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:73-93.

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2017Cross-border merger waves. (2017). Xu, Emma Qianying. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:207-231.

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2018Benefits of public reporting: Evidence from IPOs backed by listed private equity firms. (2018). Goktan, Sinan M ; Muslu, Volkan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:669-688.

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2019Optimal execution with regime-switching market resilience. (2019). Elliott, Robert J ; Zhu, Song-Ping ; Guo, Ivan ; Siu, Chi Chung. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:17-40.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560.

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2018Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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2017Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. (2017). Li, Leon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:116-135.

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2017Mispricing in the odd lots market in Brazil. (2017). Perlin, Marcelo ; Righi, Marcelo B ; Ramos, Henrique P. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:618-628.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018The interplay of cultural intolerance and action-assortativity for the emergence of cooperation and homophily. (2018). WU, JIABIN ; Boncinelli, Leonardo ; Bilancini, Ennio. In: European Economic Review. RePEc:eee:eecrev:v:102:y:2018:i:c:p:1-18.

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2017Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

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2018Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:64-76.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2018Size, value, profitability, and investment: Evidence from emerging markets. (2018). Leite, Andre Luis ; da Silva, Aldo Ferreira ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:45-59.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2017The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2017Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets. (2018). Prasad, Nalin ; Kim, Suk-Joong ; Grant, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:115-126.

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2018NYSE closure and global equity trading: The case of cross-listed stocks. (2018). Frijns, Bart ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:138-150.

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2019The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2018Implied volatility linkages between the U.S. and emerging equity markets: A note. (2018). Dutta, Anupam. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:138-146.

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2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013. (2017). Ramirez, Carlos ; Yao, XI ; Ju, Jiandong ; Du, Yingxin. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:211-225.

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2017Contagion of the eurozone debt crisis. (2017). Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:115-128.

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2017Hurting without hitting: The economic cost of political tension. (2017). Nielsson, Ulf ; HE, Yinghua ; Wang, Yonglei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:106-124.

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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2018Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors. (2018). Skoir, Matev ; Lonarski, Igor. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:65-80.

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2019Ownership structure and market efficiency. (2019). Nakabayashi, Masaki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:189-212.

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2018The effect of mandatory CSR disclosure on firm profitability and social externalities: Evidence from China. (2018). Chen, Yi-Chun ; Wang, Yongxiang ; Hung, Mingyi. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:65:y:2018:i:1:p:169-190.

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2019How do exporters respond to exogenous shocks: Evidence from Japanese firm-level data. (2019). Ito, Banri ; Tanaka, Ayumu ; Wakasugi, Ryuhei. In: Japan and the World Economy. RePEc:eee:japwor:v:51:y:2019:i:c:4.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2017Human vs. high-frequency traders, penny jumping, and tick size. (2017). Mahmoodzadeh, Soheil ; Genay, Ramazan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:69-82.

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2017International tests of a five-factor asset pricing model. (2017). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:441-463.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2019Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market. (2019). Agudelo, Diego ; Yepes-Henao, Paula ; Byder, James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:187-203.

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2019International tail risk and World Fear. (2019). Prokopczuk, Marcel ; Benno, Duc Binh ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:244-259.

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2019International spillovers of U.S. financial volatility. (2019). Berg, Kimberly ; Vu, Nam T. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:19-34.

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2018Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York. (2018). Watkins, Clinton ; Xu, Tao ; Iwatsubo, Kentaro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:59-71.

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2018China–Africa financial markets linkages: Volatility and interdependence. (2018). Ahmed, Abdullahi D ; Huo, Rui. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1140-1164.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2017Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45.

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2018The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets. (2018). Moriyasu, Hiroshi ; Yu, Jing ; Wee, Marvin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:103-128.

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2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

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2017A complex network for studying the transmission mechanisms in stock market. (2017). Long, Wen ; Cui, Lingxiao ; Song, Linqiu ; Shen, Jiangjian ; Guan, Lijing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:345-357.

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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2017Time varying international financial integration for GCC stock markets. (2017). Mishra, Anil ; Alotaibi, Abdullah R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:66-78.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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More than 100 citations found, this list is not complete...

Yasushi Hamao is editor of


Journal
Japan and the World Economy

Works by Yasushi Hamao:


YearTitleTypeCited
1991 Fundamentals and Stock Returns in Japan. In: Journal of Finance.
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article290
1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
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article206
1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
paper
1989Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
paper
2005The Genesis and the Development of the Pre-war Japanese Stock Market ?Published in Economic Review (Keizai Kenkyu), January 2005, v. 56, iss. 1, pp. 15-29. ? In: CARF F-Series.
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paper1
2007Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period?(Published in Takatoshi Ito and Andrew Rose eds. Financial Sector Development in the Pacific Rim. Chicago, IL: Universi In: CARF F-Series.
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paper0
2004The Genesis and the Development of the Pre-war Japanese Stock Market In: CARF J-Series.
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paper3
2005The Genesis and the Development of the Pre‐War Japanese Stock Market.(2005) In: Economic Review.
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This paper has another version. Agregated cites: 3
article
2005The Genesis and the Development of the Pre-war Japanese Stock Market.(2005) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2002The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange In: Journal of Empirical Finance.
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article37
1998Interaction in investment among rival Japanese firms In: Japan and the World Economy.
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article3
2006Editorial In: Japan and the World Economy.
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article0
1988An empirical examination of the Arbitrage Pricing Theory : Using Japanese data In: Japan and the World Economy.
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article55
2008Tick size change and liquidity provision for Japanese stock trading near [yen sign]1000 In: Japan and the World Economy.
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article1
2005Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange In: Journal of Banking & Finance.
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article7
2001Living with the enemy: an analysis of foreign investment in the Japanese equity market In: Journal of International Money and Finance.
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article29
1995Living with the Enemy: An Analysis of Foreign Investment in the Japanese Equity Market..(1995) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2007Tick size change and liquidity provision on the Tokyo Stock Exchange In: Journal of the Japanese and International Economies.
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article10
2014Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation In: Pacific-Basin Finance Journal.
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article6
2000Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal.
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article73
1998Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1998) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
1999Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1999) In: Staff Reports.
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This paper has another version. Agregated cites: 73
paper
2012Nice to be on the A-list In: Working Papers.
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paper1
2000Bank underwriting of corporate bonds evidence from Japan after the financial system reform of 1993 In: Proceedings.
[Citation analysis]
paper3
1992Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange. In: Columbia - Graduate School of Business.
[Citation analysis]
paper61
1995Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange..(1995) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 61
article
1992A Comparison of relations Between Security Market Prices, Returns and Accounting Measures in Japan and the Unites States. In: Columbia - Graduate School of Business.
[Citation analysis]
paper5
1995Japanese Government Bond Auctions: The U.S. Experience. In: Columbia - Graduate School of Business.
[Citation analysis]
paper0
1988PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center.
[Citation analysis]
paper7
2013Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 In: Review of Quantitative Finance and Accounting.
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article0
2007Unique Symptoms of Japanese Stagnation: An Equity Market Perspective In: Journal of Money, Credit and Banking.
[Citation analysis]
article18
2009Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period In: NBER Chapters.
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chapter3
2007Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period.(2007) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1993The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters.
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chapter7
2014Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations In: NBER Working Papers.
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paper26
2003Idiosyncratic Risk and the Creative Destruction in Japan In: NBER Working Papers.
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paper19
1990Correlations in Price Changes and Volatility across International Stock Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]
article732
2004The Genesis and the Development of the Pre-war Japanese Stock Market(in Japanese) In: CIRJE J-Series.
[Full Text][Citation analysis]
paper0
1991A Standard Data Base for the Analysis of Japanese Security Markets. In: The Journal of Business.
[Full Text][Citation analysis]
article5

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