Yasushi Hamao : Citation Profile

Are you Yasushi Hamao?

12

H index

13

i10 index

2078

Citations

RESEARCH PRODUCTION:

18

Articles

19

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1988 - 2014). See details.
   Cites by year: 79
   Journals where Yasushi Hamao has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 6 (0.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha719
   Updated: 2023-11-04    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)

Bauer, Gregory (12)

Ehrmann, Michael (12)

Stulz, René (12)

Nitschka, Thomas (11)

Bekaert, Geert (10)

Masih, Abul (10)

Albuquerque, Rui (10)

Mehl, Arnaud (10)

Cites to:

Campbell, John (17)

Madhavan, Ananth (9)

Amihud, Yakov (7)

merton, robert (6)

Harvey, Campbell (6)

Shiller, Robert (5)

Shleifer, Andrei (5)

Ritter, Jay (5)

Mishkin, Frederic (4)

Bekaert, Geert (4)

Cao, Charles (4)

Main data

Where Yasushi Hamao has published?

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

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 (2023 and 2022)

YearTitle of citing document
2022Scapegoating During Crises. (2022). Roth, Christopher ; Rao, Aakaash ; Haaland, Ingar ; Egorov, Georgy ; Bursztyn, Leonardo. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:142.

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2022Market-to-book Ratio in Stochastic Portfolio Theory. (2022). Kim, Donghan. In: Papers. RePEc:arx:papers:2206.03742.

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2022Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Hao, Lin ; Sun, Cuiping ; Cao, Tingting. In: Papers. RePEc:arx:papers:2206.15039.

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2023On 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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2023Earnings communication conferences and post?earnings?announcement drift: Evidence from China. (2023). Su, Yunpeng ; Liu, Yifang ; Yang, Baochen. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2145-2185.

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022FINANCIAL STABILITY, THE OBJECTIVE OF DEVELOPMENT FINANCIAL MARKETS. (2022). Elena, Radu. In: Management Strategies Journal. RePEc:brc:journl:v:55:y:2022:i:1:p:144-149.

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2022Bilateral political relations, space spillovers and the import expansion of China’s bulk commodity. (2022). Sun, Churen ; Yi, Zhengrong. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000598.

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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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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022Moving out of China? Evidence from Japanese multinational firms. (2022). Zhang, Hongyong ; Si, Chunxiao ; Luo, Changyuan. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000724.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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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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2022Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond. (2022). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200093x.

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2022Timing of tick size reduction: Threshold and smooth transition model analysis. (2022). Tabata, Tomoaki ; Maruyama, Hiroyuki. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002233.

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2022Switching connectedness between real estate investment trusts, oil, and gold markets. (2022). Vo, Xuan Vinh ; Ugolini, Andrea ; Reboredo, Juan C ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003361.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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2022News, sentiment and capital flows. (2022). Arulraj-Cordonier, Rachel ; Benhima, Kenza. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000538.

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2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022International tests of the ZCAPM asset pricing model. (2022). Liao, Huiling ; Butt, Hilal Anwar ; Huang, Jianhua Z ; Kolari, James W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000853.

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2022The level, slope, and curve factor model for stocks. (2022). Clarke, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:159-187.

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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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2022Political conflict and angry consumers: Evaluating the regional impacts of a consumer boycott on travel services trade. (2022). Kiyota, Kozo ; Greaney, Theresa M ; Ahn, Jaebin. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:65:y:2022:i:c:s0889158322000259.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2022Order submission, information asymmetry, and tick size. (2022). Yamamoto, Ryuichi ; Zhu, Hongyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000968.

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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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2022Foreign exchange markets: Price response and spread impact. (2022). Guhr, Thomas ; Henao-Londono, Juan C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008591.

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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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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2022The art of rhetoric: Host country political hostility and the rhetorical strategies of foreign subsidiaries in developing economies. (2022). Tian, Xiaocong. In: Journal of World Business. RePEc:eee:worbus:v:57:y:2022:i:5:s1090951622000517.

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2022Trends in the explanatory power of factor-based asset pricing models in determining the cost of capital. (2022). Suarez, Javier Rojo ; Rojosuarez, Javier ; Alonso, Ana B. In: Cuadernos de Gestión. RePEc:ehu:cuader:55438.

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2022Systematic Risk of ESG Companies Listed on the Polish Capital Market in 2019-2022. (2022). Mikolajek-Gocejna, Magdalena. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:2:p:597-615.

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2022Does VC Investor Type Matter? Determinants and effects of VC backing for new firms in Japan. (2022). Kato, Masatoshi ; Hiroki, Yoshida ; Legendre, Nicolas. In: Discussion papers. RePEc:eti:dpaper:22117.

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2022Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons. (2022). Po, Abbott ; Lee, Cheng-Wen ; Chen, Shu-Hui ; Huruta, Andrian Dolfriandra ; Dewi, Christine. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:273-:d:962723.

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2022Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach. (2022). Hu, Baiding ; Gan, Christopher ; Fatima, Sameen. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:465-:d:944220.

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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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2022.

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2023.

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2022The Board Structure and Performance in IPO Firms: Evidence from Stakeholder-Oriented Corporate Governance. (2022). Sakawa, Hideaki ; Yamauchi, Shohei ; Watanabel, Naoki. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:8078-:d:854125.

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2022Partnership Diplomacy and China’s Exports. (2022). Sun, Churen ; Chen, Jin ; Liu, Yaying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12147-:d:925055.

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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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2022Good Names Beget Favors: The Impact of Country Image on Trade Flows and Welfare. (2022). Jin, Wei ; Fujii, Tomoki ; Chang, Pao-Li. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7555-7596.

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2022How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective. (2022). Yuferova, Darya ; van Dijk, Mathijs ; Rosch, Dominik ; Roll, Richard ; Bongaerts, Dion. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3071-3089.

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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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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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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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2022Predictable asset price dynamics, risk-return tradeoff, and investor behavior. (2022). Kilic, Osman ; Marks, Joseph M ; Nam, Kiseok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01057-9.

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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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2022Political Conflict and Angry Consumers: Evaluating the Regional Impacts of a Consumer Boycott on Travel Services Trade. (2022). Greaney, Theresa M ; Ahn, Jaebin ; Kiyota, Kozo. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2022-010.

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2022Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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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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2022Volatility spillover between the Russia-India-China triad and the United States: A multivariate generalized autoregressive conditional heteroscedasticity analysis. (2022). Luo, D ; Vlasova, E. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:54:p:111-128.

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2022Political Beta*. (2022). Portnykh, Margarita ; Mityakov, Sergey ; Knill, April ; Fisman, Raymond. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:5:p:1179-1215..

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2022Contagion or decoupling? Evidence from emerging stock markets. (2022). Ndiweni, Zinzile Lorna ; Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:115170.

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2022Does the US Contagion Risk Affect Foreign Direct Investment Inflows in Emerging Economies?. (2022). Maneejuk, Paravee ; Yamaka, Woraphon. In: PIER Discussion Papers. RePEc:pui:dpaper:192.

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2022Assessment of Asymmetric Information Cost in Indian Stock Market: A Sectoral Approach. (2022). Misra, Arun Kumar ; Pan, Aritra. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:2:p:512-535.

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2022Multi-feature evaluation of financial contagion. (2022). Syrek, Robert ; Gurgul, Henryk ; Duda, Jarosaw. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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2022United States Oil Fund volatility prediction: the roles of leverage effect and jumps. (2022). Liao, Yin ; Liang, Chao ; Zhu, BO ; Ma, Feng. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02093-5.

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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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2022Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?. (2022). Hemrit, Wael ; Benlagha, Noureddine. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09554-8.

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2022Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks. (2022). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:4:d:10.1007_s42973-020-00051-x.

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2022The link between regional CDS spreads and equity returns: a multivariate GARCH approach. (2022). Manicaro, Christian. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00197-9.

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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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2022The oil price crisis and contagion effects on the Canadian economy. (2022). Chawla, Akhila ; Gajurel, Dinesh. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:13:p:1527-1543.

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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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2022How the Contagion is Transmitted to the Macedonian Stock Market? an Analysis of Co-Exceedances. (2022). Dragan, Tevdovski ; Artan, Sulejmani. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:17:y:2022:i:1:p:1-13:n:8.

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2022On the subprime crisis and the Latin American financial markets: A regime switching skew?normal approach. (2022). Palma, Andreza A ; Ferreira, Diego. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3300-3314.

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2022Stock market dynamics and the relative importance of domestic, foreign, and common shocks. (2022). Horn, Wolfram ; Ademmer, Martin ; Quast, Josefine. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3911-3923.

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2023Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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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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2022COVID?19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Zopounidis, Constantin ; Boubaker, Sabri ; Benkraiem, Ramzi ; Akhtaruzzaman, MD. In: Journal of International Development. RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918.

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2022General Purpose Technologies as Systematic Risk in Global Stock Markets. (2022). Yang, Wei ; Wang, Huijun ; Hsu, Pohsuan. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1141-1173.

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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]		article378
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]		article258
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: 258		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: 258		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 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.
[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]		article66
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]		article41
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: 41		paper
2007Tick size change and liquidity provision on the Tokyo Stock Exchange In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article20
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 another 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 another 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: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another 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 another 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]		paper71
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: Review of Financial Studies.
[Full Text][Citation analysis]		article917
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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