12
H index
13
i10 index
2113
Citations
| 12 H index 13 i10 index 2113 Citations RESEARCH PRODUCTION: 18 Articles 19 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 26 years (1988 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha719 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Japan and the World Economy | 4 |
Journal of Finance | 2 |
Pacific-Basin Finance Journal | 2 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo | 2 |
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo | 2 |
Year | Title of citing document |
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2024 | Drifting 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | Transforming 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Lost 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. Full description at Econpapers || Download paper |
2023 | Beta, 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. Full description at Econpapers || Download paper |
2023 | In 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Optimization 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Geopolitical 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Trade 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Flexibility 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. Full description at Econpapers || Download paper |
2024 | JAccuse! 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. Full description at Econpapers || Download paper |
2023 | Extreme 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. Full description at Econpapers || Download paper |
2024 | Geopolitical 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. Full description at Econpapers || Download paper |
2023 | Two-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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | Comparing 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. Full description at Econpapers || Download paper |
2024 | Switching 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. Full description at Econpapers || Download paper |
2023 | Long-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. Full description at Econpapers || Download paper |
2023 | News-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. Full description at Econpapers || Download paper |
2023 | Market 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. Full description at Econpapers || Download paper |
2024 | Interdependence 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. Full description at Econpapers || Download paper |
2023 | Systematic 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. Full description at Econpapers || Download paper |
2023 | Assessing 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Managing 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. Full description at Econpapers || Download paper |
2023 | Interrelationships 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Sectoral 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. Full description at Econpapers || Download paper |
2023 | When 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | J’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. Full description at Econpapers || Download paper |
2023 | Portfolio 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. Full description at Econpapers || Download paper |
2023 | Market-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. Full description at Econpapers || Download paper |
2023 | Crisis 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. Full description at Econpapers || Download paper |
2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
2023 | Research 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. Full description at Econpapers || Download paper |
2024 | How is β related to asset returns?. (2016). Gharghori, Philip ; Bollen, Bernard. In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:21:p:1925-1935. Full description at Econpapers || Download paper |
2023 | Value Premium in Japanese Market: Statistical (Re)appraisal. (2023). Iwaisako, Tokuo ; Cadamuro, Leonardo. In: Working Papers. RePEc:tcr:wpaper:e180. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Contemporaneous 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. Full description at Econpapers || Download paper |
Journal | |
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Japan and the World Economy |
Year | Title | Type | Cited |
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1991 | Fundamentals and Stock Returns in Japan. In: Journal of Finance. [Full Text][Citation analysis] | article | 390 |
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] | article | 259 |
1992 | Predictable 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 | |
1989 | Predictable 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 | |
2005 | The 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] | paper | 1 |
2007 | Listing 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] | paper | 0 |
2004 | The Genesis and the Development of the Pre-war Japanese Stock Market In: CARF J-Series. [Full Text][Citation analysis] | paper | 3 |
2005 | The Genesis and the Development of the Preâ€War Japanese Stock Market.(2005) In: Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2005 | The 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 | |
2002 | The 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] | article | 53 |
1998 | Interaction in investment among rival Japanese firms In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
2006 | Editorial In: Japan and the World Economy. [Full Text][Citation analysis] | article | 0 |
1988 | An empirical examination of the Arbitrage Pricing Theory : Using Japanese data In: Japan and the World Economy. [Full Text][Citation analysis] | article | 68 |
2008 | Tick size change and liquidity provision for Japanese stock trading near [yen sign]1000 In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
2005 | Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2001 | Living with the enemy: an analysis of foreign investment in the Japanese equity market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 42 |
1995 | Living 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 | |
2007 | Tick size change and liquidity provision on the Tokyo Stock Exchange In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 19 |
2014 | Little 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] | article | 10 |
2000 | Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 98 |
1998 | Institutional 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 | |
1997 | Institutional 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 | |
2012 | Nice to be on the A-list In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Bank underwriting of corporate bonds evidence from Japan after the financial system reform of 1993 In: Proceedings. [Citation analysis] | paper | 3 |
1992 | Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 70 |
1995 | Securities 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 | |
1992 | A 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] | paper | 5 |
1995 | Japanese Government Bond Auctions: The U.S. Experience. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
1988 | PREDICTABLE 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] | paper | 7 |
2013 | Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012 In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2007 | Unique Symptoms of Japanese Stagnation: An Equity Market Perspective In: Journal of Money, Credit and Banking. [Citation analysis] | article | 20 |
2009 | Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
2007 | Listing 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 | |
1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
2014 | Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 75 |
2003 | Idiosyncratic Risk and the Creative Destruction in Japan In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
1990 | Correlations in Price Changes and Volatility across International Stock Markets. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 933 |
2004 | The Genesis and the Development of the Pre-war Japanese Stock Market(in Japanese) In: CIRJE J-Series. [Full Text][Citation analysis] | paper | 0 |
1991 | A Standard Data Base for the Analysis of Japanese Security Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 6 |
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