Yasushi Hamao : Citation Profile

Are you Yasushi Hamao?

12

H index

13

i10 index

2113

Citations

RESEARCH PRODUCTION:

18

Articles

19

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1988 - 2014). See details.
   Cites by year: 81
   Journals where Yasushi Hamao has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 6 (0.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha719
   Updated: 2024-11-08    RAS profile: 2020-11-05    
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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 (23)

Fratzscher, Marcel (16)

Karolyi, G. (13)

Ehrmann, Michael (12)

Stulz, René (12)

Bauer, Gregory (12)

Nitschka, Thomas (11)

Albuquerque, Rui (10)

Mehl, Arnaud (10)

Masih, Abul (10)

Bekaert, Geert (10)

Cites to:

Campbell, John (17)

Madhavan, Ananth (9)

Amihud, Yakov (7)

Harvey, Campbell (6)

merton, robert (6)

Shleifer, Andrei (6)

Shiller, Robert (5)

Ritter, Jay (5)

Cao, Charles (4)

Mishkin, Frederic (4)

Hoshi, Takeo (4)

Main data

Where Yasushi Hamao has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2

Recent works citing Yasushi Hamao (2024 and 2023)

YearTitle of citing document
2024Drifting away from market efficiency: the presence of the January effect in the U.S. stock market. (2024). Trifan, Theodor Gabriel ; Serbu, Alexandra Maria. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:95-104.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets. (2024). Zhang, Qingquan ; Deng, Jiahao ; Cooper, Ricky ; Tian, Tian. In: Papers. RePEc:arx:papers:2405.01892.

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2023An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886.

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2024Japanese‐brand auto sales in China under the shadow of oppositional sentiments. (2020). Yang, Hongli ; Du, Julan ; Chen, Zhao. In: Pacific Economic Review. RePEc:bla:pacecr:v:25:y:2020:i:2:p:272-305.

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2023Asset market linkages in crisis periods. (2001). Straetmans, Stefan ; Hartmann, Philipp ; de Vries, Casper. In: Working Paper Series. RePEc:ecb:ecbwps:20010071.

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2023Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394.

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2023Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485.

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2023In the crossfire: Multinational companies and consumer boycotts. (2023). Wei, Jingran ; Shi, Wei. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001407.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865.

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2023The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633.

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2023Optimization of large portfolio allocation for new-energy stocks: Evidence from China. (2023). Jiang, Hui ; Huang, Lei ; Wu, Yunlin. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028505.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

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2023Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2023Trade networks and firm value: Evidence from the U.S.-China trade war. (2023). Lin, Chen ; Huang, YI ; Tang, Heiwai ; Liu, Sibo. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000971.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2024A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000155.

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2024Assessing the firm-level financial consequences of clustering. (2024). Baig, Ahmed S ; Butt, Moeen Naseer. In: Journal of Business Research. RePEc:eee:jbrese:v:178:y:2024:i:c:s0148296324001577.

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2023Flexibility costs of debt: Danish exporters during the cartoon crisis. (2023). Zator, Micha ; Friedrich, Benjamin U. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:2:p:91-117.

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2024JAccuse! Antisemitism and financial markets in the time of the Dreyfus Affair. (2024). Ortiz, Miguel A ; Marx, Benjamin ; Galbiati, Roberto ; Do, Quoc-Anh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000321.

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2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2023Two-step price adjustments of IPO book building in Japan. (2023). Ito, Akitoshi ; Hiraki, Takato. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000434.

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2023Corporate culture and firm resilience in China: Evidence from the Sino-US trade war. (2023). Wang, Qingfeng ; Hua, Xiuping ; Cheng, Sirui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001051.

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2023Comparing competing factor and characteristics models: Evidence in Japan. (2023). Rhee, Ghon S ; Ko, Kuan-Cheng ; Chou, Pin-Huang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002500.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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2023Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262.

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2023Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335.

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2023.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2023Interrelationships Between the Brazilian Financial Market and Foreign Financial Markets: New Evidence During and After the Subprime Crisis. (2023). Moreira, Ricardo Ramalhe ; Souza, Renzo Caliman ; Monte, Edson Zambon. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:5:p:37.

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2023A Study of Investment Style Timing of Mutual Funds in India. (2023). Kayal, Parthajit ; Pavithra, S. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09368-6.

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2023Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9.

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2023When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies. (2023). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09695-1.

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2023An impact investment strategy. (2023). Sivaprasad, Sheeja ; Mathew, Sudha ; Malki, Issam ; Juddoo, Kumari. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01149-0.

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2023J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair. (2023). Ortiz, Miguel A ; Marx, Benjamin ; Galbiati, Roberto ; Do, Quoc-Anh. In: Monash Economics Working Papers. RePEc:mos:moswps:2023-10.

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2023Portfolio selection: from under-diversification to concentration. (2023). Chen, Tao ; Liu, Kai ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02300-x.

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2023Market-to-book ratio in stochastic portfolio theory. (2023). Kim, Donghan. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00501-5.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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2023Research on Small-Cap Value Rotation Investment Strategy Based on Size Effect - Evidence from the Chinese Stock Market. (2023). Zhou, Ziang. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_5.

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2023Value Premium in Japanese Market: Statistical (Re)appraisal. (2023). Iwaisako, Tokuo ; Cadamuro, Leonardo. In: Working Papers. RePEc:tcr:wpaper:e180.

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2024Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695.

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2023Global climate change and commodity markets: A hedging perspective. (2023). Jin, Jiayu ; Han, Liyan ; Chen, Xinhui ; Jia, Shanghui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1393-1422.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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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.
[Full Text][Citation analysis]		article390
1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		article259
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 nother version. Agregated cites: 259		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 nother version. Agregated cites: 259		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
2004The Genesis and the Development of the Pre-war Japanese Stock Market In: CARF J-Series.
[Full Text][Citation analysis]		paper3
2005The Genesis and the Development of the Pre‐War Japanese Stock Market.(2005) In: Economic Review.
[Full Text][Citation analysis]
This paper has nother 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 nother 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.
[Full Text][Citation analysis]		article53
1998Interaction in investment among rival Japanese firms In: Japan and the World Economy.
[Full Text][Citation analysis]		article3
2006Editorial In: Japan and the World Economy.
[Full Text][Citation analysis]		article0
1988An empirical examination of the Arbitrage Pricing Theory : Using Japanese data In: Japan and the World Economy.
[Full Text][Citation analysis]		article68
2008Tick size change and liquidity provision for Japanese stock trading near [yen sign]1000 In: Japan and the World Economy.
[Full Text][Citation analysis]		article4
2005Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2001Living with the enemy: an analysis of foreign investment in the Japanese equity market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article42
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 nother version. Agregated cites: 42		paper
2007Tick size change and liquidity provision on the Tokyo Stock Exchange In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article19
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.
[Full Text][Citation analysis]		article10
2000Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article98
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 nother version. Agregated cites: 98		paper
1997Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan.(1997) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2012Nice to be on the A-list In: Working Papers.
[Full Text][Citation analysis]		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]		paper70
1995Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange..(1995) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		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.
[Full Text][Citation analysis]		article0
2007Unique Symptoms of Japanese Stagnation: An Equity Market Perspective In: Journal of Money, Credit and Banking.
[Citation analysis]		article20
2009Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
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 nother version. Agregated cites: 6		paper
1993The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters.
[Full Text][Citation analysis]		chapter8
2014Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations In: NBER Working Papers.
[Full Text][Citation analysis]		paper75
2003Idiosyncratic Risk and the Creative Destruction in Japan In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
1990Correlations in Price Changes and Volatility across International Stock Markets. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article933
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]		article6

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