Yasushi Hamao : Citation Profile


Are you Yasushi Hamao?

University of Southern California

11

H index

11

i10 index

1317

Citations

RESEARCH PRODUCTION:

19

Articles

19

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1988 - 2014). See details.
   Cites by year: 50
   Journals where Yasushi Hamao has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 6 (0.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha719
   Updated: 2017-04-22    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 (13)

Karolyi, G. (12)

Stulz, René (12)

Bekaert, Geert (10)

Bauer, Gregory (9)

Ehrmann, Michael (9)

Nitschka, Thomas (9)

Mehl, Arnaud (9)

Ferson, Wayne (9)

Albuquerque, Rui (9)

Cites to:

Madhavan, Ananth (9)

Campbell, John (9)

Amihud, Yakov (8)

merton, robert (6)

Harvey, Campbell (6)

Stoll, Hans (6)

Shleifer, Andrei (5)

Easley, David (5)

Newey, Whitney (4)

Hoshi, Takeo (4)

Bekaert, Geert (4)

Main data


Where Yasushi Hamao has published?


Journals with more than one article published# docs
Japan and the World Economy4
Journal of Finance3
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 (2017 and 2016)


YearTitle of citing document
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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2016A 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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2016Optimal Liquidation with Market Impact Across Multiple Venues & Stochastic Volatility Asymptotics. (2016). Yang, Qing-Qing ; Siu, Tak-Kuen ; Gu, Jia-Wen ; Ching, Wai-Ki . In: Papers. RePEc:arx:papers:1607.04553.

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2016China’s Economic Diplomacy and the Politics-Trade Nexus. (2016). Fuchs, Andreas. In: Working Papers. RePEc:awi:wpaper:0609.

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2016How Do Firms Respond to Political Tensions? The Heterogeneity of the Dalai Lama Effect on Trade. (2016). Fuchs, Andreas ; Hu, Cui ; Lin, Faqin . In: Working Papers. RePEc:awi:wpaper:0628.

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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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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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2016Proximity and IPO underpricing. (2016). Wojcik, Dariusz . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:92-105.

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2016Relationship banking and conflicts of interest: Evidence from German initial public offerings. (2016). Zoeller, Kathrin ; Wuebker, Robert ; Klein, Peter G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:39:y:2016:i:c:p:210-221.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106.

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2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2016Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs. (2016). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:279-296.

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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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2016The price of freedom: A Fama–French freedom factor. (2016). Stocker, Marshall L. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:1-19.

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2016The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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2016Venture capitalist participation and the performance of Chinese IPOs. (2016). Otchere, Isaac ; Na, AN. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:226-245.

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2016Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Lee, Junsoo ; Imovi, Petra Posedel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40.

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2016Bank fragility and contagion: Evidence from the bank CDS market. (2016). Ballester, Laura ; Gonzalez-Urteaga, Ana ; Casu, Barbara . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:394-416.

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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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2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Dynamic spillover effects in futures markets: UK and US evidence. (2016). Antonakakis, Nikolaos ; Kizys, Renatas ; Floros, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:406-418.

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2016Does high-frequency trading increase systemic risk?. (2016). McInish, Thomas ; Jain, Pankaj K. In: Journal of Financial Markets. RePEc:eee:finmar:v:31:y:2016:i:c:p:1-24.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2016Does political conflict hurt trade? Evidence from consumer boycotts. (2016). Heilmann, Kilian. In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:c:p:179-191.

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2016Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange. (2016). BABALOS, VASSILIOS ; Koulakiotis, Athanasios ; Papasyriopoulos, Nicholas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:46-62.

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2016Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Supply-chain spillover effects of IPOs. (2016). Smith, Janet ; Kutsuna, Kenji ; Yamada, Kazuo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:150-168.

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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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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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2016Common trends in global volatility. (2016). Hurn, Stan ; Clements, Adam ; Volkov, V V. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:194-214.

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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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2016Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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2016Investigating temporal variation in the global and regional integration of African stock markets. (2016). Watts, Edward J ; Loudon, Geoffrey ; Boamah, Nicholas Addai . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:103-118.

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2016The weakening value premium in the Australian and New Zealand stock markets. (2016). Chung, Yi-Tsai ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Hsu, Chuan-Hao . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:123-133.

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2016Banking relationship, relative leverage and stock returns in Japan. (2016). Teng, Min ; Hachiya, Toyohiko ; Si, Jiwen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:86-101.

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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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2016On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets. (2016). Raza, Syed ; Boubaker, Heni . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:459:y:2016:i:c:p:9-23.

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2016Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets. (2016). Li, Sai-Ping ; Tu, Jing-Qing ; Wang, Dong-Hua ; Jia, Rui-Lin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:464:y:2016:i:c:p:83-92.

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

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2016Are U.S. investors blindly chasing returns in foreign countries?. (2016). Guo, Liang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:309-334.

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2016Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:107-120.

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2016Do venture capitalists improve the operating performance of IPOs?. (2016). Chen, Hung-Kun ; Liang, Woan-Lih . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:291-304.

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2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

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2016Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets. (2016). Jain, Ajeet ; Bhuyan, Rafiqul ; Talukdar, Bakhtear ; Robbani, Mohammad G. In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:180-195.

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2017Pseudo market-makers, market quality and the minimum tick size. (2017). Lepone, Andrew ; Wong, Jin Boon . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:88-100.

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2017The effect of volatility persistence on excess returns. (2017). Jain, Ajeet ; Strobl, Sascha . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:58-63.

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2016Financial market interdependencies: A quantile regression analysis of volatility spillover. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:140-157.

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2016Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571.

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2016An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries. (2016). Yavas, Burhan F ; Dedi, Lidija . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:583-596.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2016Statistical modeling of stock returns: explanatory or descriptive? A historical survey with some methodological reflections. (2016). Koundouri, Phoebe ; Kourogenis, Nikolaos ; Pittis, Nikitas . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65549.

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2017How Do Exporters Respond to Exogenous Shocks: Evidence from Japanese firm-level data. (2017). Ayumu, Tanaka ; Ryuhei, WAKASUGI ; Banri, ITO . In: Discussion papers. RePEc:eti:dpaper:17027.

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2016The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Uluceviz, Erhan ; Schmidbauer, Harald ; Erkol, Narod ; RoSCH, Angi . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

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2016Lending to unhealthy firms in Japan during the lost decade: distinguishing between technical and financial health. (2016). Peek, Joe ; Chakraborty, Suparna. In: Working Papers. RePEc:fip:fedbwp:16-22.

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2016Modeling Financial Market Volatility in Transition Markets: A Multivariate Case. (2016). Oikonomikou, Leoni Eleni. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:204.

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2016Israels Open-Secret Trade. (2016). Vézina, Pierre-Louis ; Rotunno, Lorenzo. In: Working Papers. RePEc:hal:wpaper:halshs-01384373.

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2016Book to Market and Size as Determinants of Stock Returns of Banks: An Empirical Investigation from MENA Countries. (2016). Ben Ltaifa, Monia ; Khoufi, Walid . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:142-160.

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2016Empirical Analysis of ¡°Volatility Surprise¡± between Dollar Exchange Rate and CRB Commodity Future Markets. (2016). Wei, Ching-Chun . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:117-126.

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2016Signalling by IPO grading: an empirical investigation. (2016). Sahoo, Seshadev . In: Afro-Asian Journal of Finance and Accounting. RePEc:ids:afasfa:v:6:y:2016:i:1:p:68-85.

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2016Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model. (2016). Okuda, Tatsushi ; Asano, Takashi ; Adachi, Tetsuya . In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-09.

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2016When noise trading fades, volatility rises. (2016). Li, Jinliang . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0508-2.

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2016Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework. (2016). Ur, Mobeen . In: Lahore Journal of Economics. RePEc:lje:journl:v:21:y:2016:i:2:p:121-151.

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2016Deterministic Elements of Japanese Stock Prices under Low Interest Rates. (2016). Kurihara, Yutaka. In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:4:y:2016:i:2:p:24-30.

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2016The Interplay of Cultural Aversion and Assortativity for the Emergence of Cooperation. (2016). Boncinelli, Leonardo ; Bilancini, Ennio ; Wuz, Jiabin . In: Department of Economics. RePEc:mod:depeco:0084.

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2016The Interplay of Cultural Aversion and Assortativity for the Emergence of Cooperation. (2016). Boncinelli, Leonardo ; Bilancini, Ennio . In: Center for Economic Research (RECent). RePEc:mod:recent:121.

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2016Business-Linkage Volatility Spillover between US Industries. (2016). Mateut, Simona ; Diep, Linh Xuan ; Chevapatrakul, Thanaset . In: Discussion Papers. RePEc:not:notcfc:16/05.

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2016Volatility spillovers across European stock markets around the Brexit referendum. (2016). Li, Hong ; Chevapatrakul, Thanaset ; Ahmed, Shamim . In: Discussion Papers. RePEc:not:notcfc:16/06.

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2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1701.

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2016Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. (2016). Fengler, Matthias ; Herwartz, Helmut . In: MPRA Paper. RePEc:pra:mprapa:72197.

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2016Testing for Financial Market Integration of the Chinese Market with the US Market. (2016). Mustafa, Alan ; Hatemi-J, Abdulnasser. In: MPRA Paper. RePEc:pra:mprapa:72733.

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2016State Control and the Effects of Foreign Relations on Bilateral Trade. (2016). Fuchs, Andreas ; Johnson, Kristina ; Davis, Christina L. In: MPRA Paper. RePEc:pra:mprapa:74597.

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2017Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms. (2017). Alaali, Fatema . In: MPRA Paper. RePEc:pra:mprapa:78013.

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2017Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (2017). Fedorova, Elena ; Wallenius, Laura ; Collan, Mikael ; Ahmed, Sheraz . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:1:id:594:p:55-71.

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2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach. (2016). Skiadopoulos, George ; Daskalaki, Charoula ; Topaloglou, Nikolas . In: Working Papers. RePEc:qmw:qmwecw:wp797.

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2016The contagious effects analysis of Chinese Equity Market to South Asia’s emerging financial markets. (2016). Li, Yaqiong ; Yin, Lianqian . In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:3:y:2016:i:1:p:1-15.

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2016Paper profits from value, size and momentum: evidence from the Polish market. (2016). Zaremba, Adam ; Konieczka, Przemysaw . In: e-Finanse. RePEc:rze:efinan:v:11:y:2016:i:3:p:58-69.

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2016Gainers and Losers of Political Instability: Evidence from the Anti-Japanese Demonstration in China. (2016). 罗, 子俊 ; Zhou, Yonghong . In: Working Papers. RePEc:shs:wpaper:1608.

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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]
article253
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]
article174
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