3
H index
3
i10 index
132
Citations
Masahiro Watanabe : Citation Profile
Rice University | RESEARCH PRODUCTION: 1 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2002 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Masahiro Watanabe. | Is cited by:
| Cites to:
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Main data
Where Masahiro Watanabe has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Yale School of Management Working Papers / Yale School of Management | 5 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
Recent works citing Masahiro Watanabe (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Unveiling investor sentiment, attention, and speed of price adjustment in Indian market. (2025). Bashir, Hajam Abid ; Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003521. Full description at Econpapers || Download paper |
| 2024 | Dynamic Information Regimes in Financial Markets. (2024). Shen, Yiwen ; Glasserman, Paul ; Mamaysky, Harry. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:9:p:6069-6092. Full description at Econpapers || Download paper |
Works by Masahiro Watanabe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry In: Journal of Finance. [Full Text][Citation analysis] | article | 48 |
| 2022 | Evidence on Retrieved Context: How History Matters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Cohort Effects on Expected Co-Movement In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Procyclical Stocks Earn Higher Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | GDP Growth Expectations and Cash-flow Risk Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 2002 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2008 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2006 | Price Impact Costs and the Limit of Arbitrage In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2002 | Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | A Model of Stochastic Liquidity In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team