Joe Akira Yoshino

University of Sao Paulo (USP) - Department of Economics

Full Professor

Av. Prof. Luciano Gualberto 908

Sao Paulo SP, 05508-900

Brazil

http://www.usp.br/feaecon/perfil.php?i=10&u=57

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 15,490

in Total Papers Downloads

2,377

CITATIONS
Rank 27,019

SSRN RANKINGS

Top 27,019

in Total Papers Citations

9

Scholarly Papers (15)

1.

Is CAPM Dead or Alive in the Brazilian Equity Market?

Review of Applied Economics, Vol. 5, Nos. 1 & 2, p. 127, 2009
Number of pages: 16 Posted: 11 Sep 2010
Joe Akira Yoshino and Edson Bastos e Santos
University of Sao Paulo (USP) - Department of Economics and Central Bank of Brazil
Downloads 419 (47,697)
Citation 1

Abstract:

Asset Pricing, Panel CAPM, Fama and French’s Three-Factor Model, Style Indexes

2.

Risk Factors and Value at Risk in Publicly Traded Companies of the Nonrenewable Energy Sector

Energy Economics, Vol. 45, 2014
Number of pages: 47 Posted: 15 Jan 2013 Last Revised: 01 May 2015
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 269 (68,461)

Abstract:

return on stocks, price of risk, value at risk, oil and gas industry, dynamic conditional correlation (DCC)

3.

Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies

Number of pages: 58 Posted: 02 May 2012 Last Revised: 11 Sep 2014
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 237 (93,307)

Abstract:

asset pricing, multifactor model, CAPM, emerging markets

4.

BRIC and the U.S. Financial Crisis: An Empirical Investigation of Stocks and Bonds Markets

Emerging Markets Review, Vol. 14, 2013
Number of pages: 54 Posted: 20 Jan 2012 Last Revised: 01 May 2015
Tufts University - Department of Economics, University of Sao Paulo (USP) - Department of Economics and University of Sao Paulo (USP)
Downloads 197 (108,002)
Citation 1

Abstract:

BRIC, stock-bond returns, conditional volatility, dynamic conditional correlation, financial crisis

5.

Firm Value, the Sarbanes-Oxley Act and Cross-Listing in the US, Germany and Hong Kong Destinations

Number of pages: 38 Posted: 15 Apr 2009 Last Revised: 14 Feb 2011
Marcelo Bianconi, Richard Chen and Joe Akira Yoshino
Tufts University - Department of Economics, United States Agency for International Development (USAID) and University of Sao Paulo (USP) - Department of Economics
Downloads 182 (125,985)

Abstract:

Cross-listing, Sarbanes-Oxley, dynamic panel data, treatment effects

6.

Firm Value, Investment and Monetary Policy

Number of pages: 34 Posted: 04 Apr 2010 Last Revised: 14 Feb 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 129 (164,788)
Citation 4

Abstract:

firm value, nominal risk, cross-listing

7.

Firm Market Performance and Volatility in a National Real Estate Sector

Number of pages: 48 Posted: 16 Oct 2010
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 125 (169,537)
Citation 2

Abstract:

Risk-Return Tradeoff, National Real Estate Market, Momentum, Reversal

8.

Testing House Price Index in the Brazilian Real Estate Market

Number of pages: 12 Posted: 11 Sep 2010 Last Revised: 15 Sep 2010
Denisard Alves, Joe Akira Yoshino, Paula Pereda and Carla Amrein
FEA-USP, University of Sao Paulo (USP) - Department of Economics, FEA USP and FEA USP
Downloads 118 (181,241)

Abstract:

Hedonic Pricing Model, Stock Market, Real Estate Market

9.

Revisiting the Interest Rate Puzzle

Applied Economics Letters, Vol. 16, No. 13, pp. 1333-1340, 2009
Number of pages: 9 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010
Joe Akira Yoshino and Edson Bastos e Santos
University of Sao Paulo (USP) - Department of Economics and Central Bank of Brazil
Downloads 101 (196,935)

Abstract:

Interest Rate Puzzle, Risk Aversion

10.

Worldwide Commodities Sector Market-to-Book and Return on Equity Valuation

Number of pages: 54 Posted: 23 Oct 2012
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 88 (202,279)

Abstract:

market-to-book ratio and return on equity, quantile regression

11.

Corporate Bond Risk in the Brazilian Capital Market (Risco de Crédito e Alocação Ótima para uma Carteira de Debêntures) (Portuguese)

Est. Economics, Vol. 38, No. 2, pp. 349-372, 2008
Number of pages: 24 Posted: 11 Sep 2010 Last Revised: 15 Sep 2010
affiliation not provided to SSRN, Barclays Investment Bank and University of Sao Paulo (USP) - Department of Economics
Downloads 78 (233,997)

Abstract:

credit risk, corporate bonds, maximum loss, Merton’s Asset Pricing Model

12.

House Price Indexes and Cyclical Behavior

Number of pages: 24 Posted: 23 Feb 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 77 (246,603)
Citation 1

Abstract:

House Price Index, Real and Nominal Shocks

13.

The Stochastic Structure of a Price Index and Inflation

Number of pages: 65 Posted: 02 May 2011
Marcelo Bianconi and Joe Akira Yoshino
Tufts University - Department of Economics and University of Sao Paulo (USP) - Department of Economics
Downloads 66 (268,628)

Abstract:

Price dispersion, inflation dispersion, aggregate shocks

14.

Stochastic Discount Factor in the Brazilian Equity Market (Fator de Desconto Estocástico no Mercado Acionário Brasileiro) (Portuguese)

Revista Estudos Econômicos, São Paulo, 36(3): 435-463, jul-set 200,
Number of pages: 29 Posted: 12 Sep 2010 Last Revised: 15 Sep 2010
André Borges Catalão and Joe Akira Yoshino
Banco Unibanco Itaú and University of Sao Paulo (USP) - Department of Economics
Downloads 55 (294,129)

Abstract:

Risk premium, asset pricing, market risk, equity premium risk, low interest rate puzzle, risk aversion, Arrow

15.

Market Risk and Volatility in the Brazilian Stock Market

Journal of Applied Economics, Vol. 6, No. 2, pp. 385-403, November 2003
Posted: 27 Aug 2004
Joe Akira Yoshino
University of Sao Paulo (USP) - Department of Economics

Abstract:

Arrow-Debreu contingent claim, options, Black-Scholes, market risk, volatility, Brazilian stock market