Yasushi Hamao

Center on Japanese Economy and Business

Visiting Fellow

3022 Broadway

New York, NY 10027

United States

University of Southern California - Marshall School of Business - Finance and Business Economics Department

Marshall School of Business

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 16,016

SSRN RANKINGS

Top 16,016

in Total Papers Downloads

6,011

SSRN CITATIONS
Rank 3,466

SSRN RANKINGS

Top 3,466

in Total Papers Citations

141

CROSSREF CITATIONS

398

Scholarly Papers (14)

1.

Correlations in Price Changes and Volatility Across International Stock Markets

Review of Financial Studies, Vol. 3, No. 2, pp. 281-307, 1990
Number of pages: 27 Posted: 28 Feb 2006
Yasushi Hamao, Yasushi Hamao, Ronald W. Masulis and Victor Ng
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of New South Wales, Sydney and University of Michigan at Ann Arbor
Downloads 1,873 (17,547)
Citation 47

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International Stock Markets, Price and Volatility Spillovers, London Stock Exchange, Tokyo Stock Exchange, New York Stock Exchange, GARCH Model

U.S.-Style Investor Activism in Japan: The First Ten Years

Marshall School of Business Working Paper No. FBE 06-10, ECGI - Finance Working Paper No. 290/2010, 5th Annual Conference on Empirical Legal Studies Paper
Number of pages: 57 Posted: 22 Mar 2010 Last Revised: 22 Oct 2010
Yasushi Hamao, Yasushi Hamao, Kenji Kutsuna and Pedro Matos
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Tokyo and University of Virginia - Darden School of Business
Downloads 836 (56,115)
Citation 6

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Corporate governance, shareholder activism, hedge funds, Japan

U.S.-Style Investor Activism in Japan: The First Ten Years

Number of pages: 58 Posted: 16 Mar 2011
Yasushi Hamao, Yasushi Hamao, Kenji Kutsuna and Pedro Matos
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Tokyo and University of Virginia - Darden School of Business
Downloads 365 (156,745)
Citation 16

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Corporate governance, shareholder activism, hedge funds, Japan

3.

The Effects of the 1987 Stock Crash on International Financial Integration

JAPANESE FINANCIAL MARKET RESEARCH, W. Ziemba, W. Bailey and Y. Hamao, editors, North Holland Publisher, 1991
Number of pages: 21 Posted: 19 May 2006
Yasushi Hamao, Yasushi Hamao, Ronald W. Masulis and Victor Ng
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of New South Wales, Sydney and University of Michigan at Ann Arbor
Downloads 658 (77,882)
Citation 3

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International Stock Markets, Price and Volatility Spillovers, London Stock Exchange, Tokyo Stock Exchange, New York Stock Exchange, Stock Market Crash, GARCH, Financial Integration

4.

The Impact of Cultural Aversion on Economic Exchange: Evidence from Shocks to Sino-Japanese Relations

AFA 2013 San Diego Meetings Paper, Marshall School of Business Working Paper No. FBE 4.13
Number of pages: 35 Posted: 15 Mar 2012 Last Revised: 02 Feb 2014
Raymond J. Fisman, Yasushi Hamao, Yasushi Hamao and Yongxiang Wang
National Bureau of Economic Research (NBER), University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and University of Southern California - Marshall School of Business
Downloads 512 (106,606)
Citation 1

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cultural bias, China-Japan relations, consumer sentiment, trade

5.

Little Guys, Liquidity, and the Informational Efficiency of Price: Evidence from the Tokyo Stock Exchange on the Effects of Small Investor Participation

AFA 2006 Boston Meetings Paper
Number of pages: 44 Posted: 15 Mar 2005
Hee-Joon Ahn, Jun Cai, Yasushi Hamao, Yasushi Hamao, Michael Melvin and Michael Melvin
SungKyunKwan University, City University of Hong Kong (CityU) - Department of Economics & Finance, University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and CESifo (Center for Economic Studies and Ifo Institute)University of California, San Diego (UCSD) - Rady School of Management
Downloads 509 (107,409)
Citation 2

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Small investors, noise traders, informed traders, microstructure, Tokyo Stock Exchange, minimum trading unit

6.

Institutional Affiliation and the Role of Venture Capital: Evidence from Initial Public Offerings in Japan

FRB of New York Staff Report No. 52
Number of pages: 50 Posted: 15 Oct 2006
Yasushi Hamao, Yasushi Hamao, Jay R. Ritter and Frank Packer
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Florida - Department of Finance, Insurance and Real Estate and Bank for International Settlements (BIS)
Downloads 280 (209,355)
Citation 21

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Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations

Review of Financial Studies, Forthcoming, Columbia Business School Research Paper No. 14-28
Number of pages: 61 Posted: 03 Feb 2014 Last Revised: 15 Sep 2014
Raymond J. Fisman, Yasushi Hamao, Yasushi Hamao and Yongxiang Wang
National Bureau of Economic Research (NBER), University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and University of Southern California - Marshall School of Business
Downloads 157 (358,615)

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nationalism; interstate frictions; China-Japan relations; consumer sentiment; event study

Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations

NBER Working Paper No. w20089
Number of pages: 62 Posted: 06 May 2014 Last Revised: 24 May 2023
Raymond J. Fisman, Yasushi Hamao, Yasushi Hamao and Yongxiang Wang
National Bureau of Economic Research (NBER), University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and University of Southern California - Marshall School of Business
Downloads 73 (621,164)
Citation 8

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8.

Selective Disclosure: The Case of Nikkei Preview Articles

Number of pages: 59 Posted: 24 Jul 2015 Last Revised: 24 Nov 2015
William N. Goetzmann, Yasushi Hamao and Yasushi Hamao
Yale School of Management - International Center for Finance and University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business
Downloads 215 (270,940)
Citation 2

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Regulation FD, earnings announcement, Japanese stock market, Nikkei newspaper

9.

Bank Monitoring Incentives and Borrower Earnings Management: Evidence from the Japanese Banking Crisis of 1993-2002

Number of pages: 55 Posted: 12 Mar 2009
Gil S. Bae, Yasushi Hamao, Yasushi Hamao and Jun-Koo Kang
Korea University - Department of Accounting, University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and Nanyang Business School, Nanyang Technological University
Downloads 164 (345,618)
Citation 2

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Main banks, Short-term creditors, Monitoring, Lending relationship, Public equity offerings, Earnings management, Discretionary current accruals.

10.

Nice to Be on the A-List

Number of pages: 46 Posted: 29 Sep 2012 Last Revised: 30 Sep 2012
Yasushi Hamao, Yasushi Hamao, Kenji Kutsuna and Joe Peek
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, University of Tokyo and Federal Reserve Bank of Boston
Downloads 127 (424,129)
Citation 1

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SMEs, financial crisis, bank lending

11.

Predictable Stock Returns in the United States and Japan: a Study of Long-Term Capital Market Integration

NBER Working Paper No. w3191
Number of pages: 52 Posted: 31 May 2001 Last Revised: 22 Sep 2022
John Y. Campbell, Yasushi Hamao and Yasushi Hamao
Harvard University - Department of Economics and University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business
Downloads 98 (512,372)
Citation 18

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Idiosyncratic Risk and the Creative Destruction in Japan

NBER Working Paper No. w9642
Number of pages: 54 Posted: 25 Apr 2003 Last Revised: 08 May 2022
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management
Downloads 83 (575,603)

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Idiosyncratic Risk and the Creative Destruction in Japan

EFA 2003 Annual Conference Paper No. 173
Posted: 24 Jul 2003
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management

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13.

Idiosyncratic Risk and Creative Destruction in Japan

NYU Working Paper No. FIN-02-053
Number of pages: 52 Posted: 03 Nov 2008
Yasushi Hamao, Yasushi Hamao, Jianping Mei and Yexiao Xu
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business, Cheung Kong Graduate School of Business and University of Texas at Dallas - School of Management
Downloads 61 (671,593)

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14.

Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange

THE REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 3
Posted: 25 Jul 1998
Yasushi Hamao, Yasushi Hamao and Joel Hasbrouck
University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business and New York University (NYU) - Department of Finance

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