| . |
Watanabe, Masahiro's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
10,307 |
Total
Citations
111 |
|
|
|
|
|
1.
|
|
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
Posted:
|
|
11 Mar 02
|
|
Last Revised:
|
|
27 Jan 13
|
|
2,478
(1,941)
|
31
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
66
|
31
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
33
|
31
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
72
|
31
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
2,307
|
31
|
|
| |
|
| |
Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod
|
|
|
|
|
|
2.
|
|
|
Chen, Zhiwu
Yale University - International Center for Finance Stanzl, Werner
Yale University - International Center for Finance Watanabe, Masahiro
University of Alberta - School of Business
|
|
1,782
(3,412)
|
20
|
|
| |
|
| |
Stock market anomaly, Price-impact function, Arbitrage, Fund size limit
|
|
|
3.
|
|
Time-Varying Liquidity Risk and the Cross Section of Stock Returns
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
Posted:
|
|
07 Apr 06
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,116
(7,690)
|
30
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
0
|
|
|
| |
|
| |
G12
|
|
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
0
|
|
|
| |
|
| |
time-varying liquidity beta, liquidity risk premium, preference uncertainty, cross-sectional asset pricing test, regime switching model
|
|
|
|
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
07 Apr 06
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,116
|
30
|
|
| |
|
| |
Time-varying liquidity beta, liquidity risk premium, preference uncertainty, cross-sectional asset pricing test, regime switching model
|
|
|
|
|
|
4.
|
|
|
Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
06 Jun 03
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,115
(7,725)
|
4
|
|
| |
|
| |
Kyle model, liquidity, stochastic and realized volatility, Bayesian Markov-Chain Monte-Carlo (MCMC), GARCH, trading volume
|
|
|
5.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
25 Mar 08
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,042
(8,691)
|
3
|
|
| |
|
| |
conditional CAPM, beta-instability risk, value and growth betas, time-varying premium, business cycle, Livingston Survey, investor expectations
|
|
|
6.
|
|
Price Volatility and Investor Behavior in an Overlapping-Generations Model With Information Asymmetry
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Watanabe, Masahiro
University of Alberta - School of Business
|
|
Posted:
|
|
07 May 02
|
|
Last Revised:
|
|
27 Jan 13
|
|
923
(10,485)
|
12
|
|
|
|
|
Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
15 Feb 07
|
|
Last Revised:
|
|
27 Jan 13
|
|
2
|
12
|
|
| |
|
| |
overlapping generations, noisy rational expectations equilibrium, excessive volatility, comovement, trend-following behavior, contrarians
|
|
|
|
|
|
|
Watanabe, Masahiro
University of Alberta - School of Business
|
|
921
|
12
|
|
| |
|
| |
overlapping generations, noisy rational expectations equilibrium, excessive volatility, comovement, trend-following behavior, contrarians
|
|
|
|
|
|
7.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
15 Mar 10
|
|
Last Revised:
|
|
27 Jan 13
|
|
601
(19,873)
|
1
|
|
| |
|
| |
Procyclical and countercyclical stocks, business cycle, scaled factor model, Livingston Survey, investor expectations
|
|
|
8.
|
|
|
Goto, Shingo
University of South Carolina - Moore School of Business Watanabe, Masahiro
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration
|
| Posted: |
|
06 Jun 06
|
|
Last Revised:
|
|
27 Jan 13
|
|
598
(20,016)
|
6
|
|
| |
|
| |
Strategic disclosure, international financial markets, ADR cross-listing, return-news decomposition, panel VAR
|
|
|
9.
|
|
|
Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
|
284
(51,300)
|
|
|
| |
|
| |
liquidity, volume and conditional heteroscedasticity, GARCH models, stochastic Kyle's lambda
|
|
|
10.
|
|
|
Sagi, Jacob S.
Vanderbilt University - Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
26 Jul 09
|
|
Last Revised:
|
|
27 Jan 13
|
|
198
(75,440)
|
2
|
|
| |
|
| |
capital investment, profitability of capital, equity issuance, expected return, overlapping generations model, supply shocks
|
|
|
11.
|
|
|
Hiraki, Takato
Tokyo University of Science - School of Management Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
23 Jan 12
|
|
Last Revised:
|
|
27 Jan 13
|
|
94
(140,836)
|
|
|
| |
|
| |
Management earnings forecasts, value premium, earnings momentum, residual income valuation model
|
|
|
12.
|
|
|
Lyandres, Evgeny
Boston University Watanabe, Masahiro
University of Alberta - School of Business
|
|
76
(161,116)
|
2
|
|
| |
|
| |
|
|
|
13.
|
|
|
Goto, Shingo
University of South Carolina - Moore School of Business Watanabe, Masahiro
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration
|
|
|
|
|
| |
|
| |
G14, G15, F30
|
|
