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

16

DOWNLOADS
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SSRN RANKINGS

Top 16,013

in Total Papers Downloads

2,451

CITATIONS
Rank 27,091

SSRN RANKINGS

Top 27,091

in Total Papers Citations

9

Scholarly Papers (16)

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 (49,744)
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 (66,682)

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 (98,293)

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 (114,655)
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 (129,854)

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 (169,551)
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 (176,430)
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 (189,644)

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 (207,311)

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 (205,948)

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 (246,090)

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 (259,277)
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 (280,065)

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 (308,793)

Abstract:

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

15.

Determinants of Debt and Economic Regulation: An Analysis of Brazilian Regulated Infrastructure Firms

Number of pages: 23 Posted: 17 Aug 2017
University of Sao Paulo (USP) - Faculty of Economics, Administration and Accounting of Ribeirão Preto (FEARP), Tufts University - Department of Economics, University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students and University of Sao Paulo (USP) - Department of Economics
Downloads 0 (491,204)

Abstract:

Capital Structure; Debt; Leverage; Economics of Regulation; Infrastructure

16.

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