Shingo Goto

University of Rhode Island - College of Business Administration

Kingston, RI 02881

United States

SCHOLARLY PAPERS

9

DOWNLOADS

2,323

SSRN CITATIONS

9

CROSSREF CITATIONS

23

Scholarly Papers (9)

1.

Strategic Disclosure and Stock Returns: Theory and Evidence from U.S. Cross-Listing

Review of Financial Studies, Forthcoming, EFA 2007 Ljubljana Meetings Paper
Number of pages: 50 Posted: 06 Jun 2006 Last Revised: 27 Jan 2013
Shingo Goto, Masahiro Watanabe and Yan Xu
University of Rhode Island - College of Business Administration, University of Alberta - School of Business and HKU, Faculty of Business and Economics
Downloads 703 (51,513)

Abstract:

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Strategic disclosure, international financial markets, ADR cross-listing, return-news decomposition, panel VAR

2.

Improving Mean Variance Optimization Through Sparse Hedging Restrictions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 52 Posted: 10 Nov 2013
Shingo Goto and Yan Xu
University of Rhode Island - College of Business Administration and HKU, Faculty of Business and Economics
Downloads 613 (61,472)
Citation 6

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sparse inverse covariance matrix, hedging relationships, mean variance optimizer

3.

The Fed's Effect on Excess Returns and Inflation is Much Bigger than You Think

Number of pages: 32 Posted: 11 Apr 2002
Shingo Goto and Rossen I. Valkanov
University of Rhode Island - College of Business Administration and University of California, San Diego (UCSD) - Rady School of Management
Downloads 550 (70,505)
Citation 19

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4.

Enhanced Carry: Prospective Interest Rate Differential and Currency Excess Returns

Number of pages: 48 Posted: 23 Feb 2014 Last Revised: 26 Oct 2021
Shingo Goto, Kewei Hou, Yan Xu and Yuzhao Zhang
University of Rhode Island - College of Business Administration, Ohio State University (OSU) - Department of Finance, HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 231 (183,068)
Citation 1

Abstract:

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prospective interest rate differential, currency risk premium, Beveridge-Nelson decomposition

5.

Evolving Inflation Dynamics, Monetary Policy, and the Fisher Hypothesis

Number of pages: 62 Posted: 04 Dec 2003
Shingo Goto and Walter N. Torous
University of Rhode Island - College of Business Administration and Massachusetts Institute of Technology
Downloads 226 (186,819)
Citation 5

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6.

Pension Return Assumptions and Shareholder-Employee Risk-Shifting

Journal of Corporate Finance, Vol. 70
Posted: 11 Aug 2021
Shingo Goto and Noriyoshi Yanase
University of Rhode Island - College of Business Administration and Keio University - Faculty of Business and Commerce

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Defined-benefit (DB) plans,Corporate pensions, Internal financing, Risk shifting, Risk management, Underinvestment, Employees, Shareholders, Pension assumptions, Pension funding, Underfunding, Dynamic panel data analysis

7.

The Information Content of Corporate Pension Funding Status in Japan

Journal of Business Finance & Accounting, Vol. 43, Issue 7-8, pp. 903-949, 2016
Number of pages: 47 Posted: 30 Sep 2016
Shingo Goto and Noriyoshi Yanase
University of Rhode Island - College of Business Administration and Keio University - Faculty of Business and Commerce
Downloads 0 (893,040)
Citation 1

Abstract:

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corporate pensions, pension funding, management forecasts, market efficiency, cross‐sectional predictability, japanese stock market, pension accounting management, measurement errors

8.

Financial Flexibility and Tax Incentives: Evidence from Defined Benefit Corporate Pension Plans in Japan

Geneva Papers on Risk and Insurance - Issues and Practice Vol. 38 (4): 753-776, 2013
Posted: 15 Feb 2015 Last Revised: 03 Sep 2017
Shingo Goto and Noriyoshi Yanase
University of Rhode Island - College of Business Administration and Keio University - Faculty of Business and Commerce

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retirement benefits; Japanese firms; financial flexibility; tax incentives; corporate pension plans; internally-funded lump sum plans

9.

Strategic Disclosure and Stock Returns: Theory and Evidence from Us Cross-Listing

The Review of Financial Studies, Vol. 22, Issue 4, pp. 1585-1620, 2009
Posted: 23 Mar 2009
Shingo Goto, Masahiro Watanabe and Yan Xu
University of Rhode Island - College of Business Administration, University of Alberta - School of Business and HKU, Faculty of Business and Economics

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G14, G15, F30