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Yoshino, Joe Akira's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,501 |
Total
Citations
9 |
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1.
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Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics Santos, Edson Bastos e
Central Bank of Brazil
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306
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Asset Pricing, Panel CAPM, Fama and French’s Three-Factor Model, Style Indexes
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2.
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Bianconi, Marcelo
Tufts University - Department of Economics Chen, Richard
United States Agency for International Development (USAID) Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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15 Apr 09
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Last Revised:
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14 Feb 11
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169
(88,737)
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Cross-listing, Sarbanes-Oxley, dynamic panel data, treatment effects
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3.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics Machado De Sousa, Mariana O.
University of Sao Paulo (USP)
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157
(95,001)
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1
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BRIC, stock-bond returns, conditional volatility, dynamic conditional correlation, financial crisis
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4.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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146
(101,274)
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asset pricing, multifactor model, CAPM, emerging markets
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5.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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115
(123,331)
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2
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Risk-Return Tradeoff, National Real Estate Market, Momentum, Reversal
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6.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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04 Apr 10
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Last Revised:
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14 Feb 11
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106
(131,067)
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4
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firm value, nominal risk, cross-listing
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7.
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Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics Santos, Edson Bastos e
Central Bank of Brazil
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12 Sep 10
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Last Revised:
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15 Sep 10
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93
(143,334)
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Interest Rate Puzzle, Risk Aversion
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8.
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Alves, Denisard
FEA-USP Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics Pereda, Paula
FEA USP Amrein, Carla
FEA USP
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11 Sep 10
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Last Revised:
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15 Sep 10
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91
(145,450)
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Hedonic Pricing Model, Stock Market, Real Estate Market
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9.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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67
(175,158)
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1
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House Price Index, Real and Nominal Shocks
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10.
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Godoy, André Cadme
affiliation not provided to SSRN Oliveira, Rogério de Deus
Barclays Capital Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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11 Sep 10
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Last Revised:
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15 Sep 10
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63
(181,016)
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credit risk, corporate bonds, maximum loss, Merton’s Asset Pricing Model
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11.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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57
(190,461)
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market-to-book ratio and return on equity, quantile regression
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12.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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57
(190,461)
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Price dispersion, inflation dispersion, aggregate shocks
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13.
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Bianconi, Marcelo
Tufts University - Department of Economics Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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38
(226,285)
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return on stocks, price of risk, value at risk, oil and gas industry, dynamic conditional correlation (DCC)
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14.
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Catalão, André Borges
Banco Unibanco Itaú Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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12 Sep 10
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Last Revised:
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15 Sep 10
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36
(230,756)
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Risk premium, asset pricing, market risk, equity premium risk, low interest rate puzzle, risk aversion, Arrow
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15.
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Yoshino, Joe Akira
Universidade de São Paulo - Department of Economics
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Arrow-Debreu contingent claim, options, Black-Scholes, market risk, volatility, Brazilian stock market
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