Kenji Wada

Keio University - Faculty of Business & Commerce

2-15-45 Mita

Minato-ku

Tokyo 108-8345

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

240

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Scholarly Papers (4)

1.

Is Low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles

Number of pages: 8 Posted: 25 Aug 2005
Parantap Basu and Kenji Wada
Durham University - Department of Economics and Finance and Keio University - Faculty of Business & Commerce
Downloads 72 (318,754)

Abstract:

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International Risk Sharing, equity Premium, Exchange Rates

2.

Uninsurable Risk and Financial Market Puzzles

Number of pages: 33 Posted: 23 Jun 2008
Parantap Basu, Andrei Semenov and Kenji Wada
Durham University - Department of Economics and Finance, York University - Department of Economics and Keio University - Faculty of Business & Commerce
Downloads 64 (339,425)

Abstract:

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Currency Premium, Equity Premium, Exchange Rate

3.

Cop and the Anthem: How Could Soapy Have Avoided Being Jailed?

Number of pages: 30 Posted: 22 Nov 2009 Last Revised: 23 Nov 2009
Akihito Toda and Kenji Wada
affiliation not provided to SSRN and Keio University - Faculty of Business & Commerce
Downloads 58 (356,464)

Abstract:

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job training program, crime, jail

4.

On the Long-Run Holding Returns of Japanese Stocks: Individual Stocks vs. Portfolios

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 29 Posted: 23 Aug 2010
Chuo University - Graduate School of Strategic Management, Musashi University - Department of Finance and Keio University - Faculty of Business & Commerce
Downloads 46 (395,187)

Abstract:

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Random Walk, Variance Ratio Test, Autocorrelation, Auto-Covariance