Shingo Goto

University of Rhode Island - College of Business Administration

Kingston, RI 02881

United States

SCHOLARLY PAPERS

8

DOWNLOADS

2,079

SSRN CITATIONS

2

CROSSREF CITATIONS

23

Scholarly Papers (8)

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 682 (38,585)

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

2.

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

Texas Finance Festival
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 519 (55,127)
Citation 19

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3.

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 467 (62,898)

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sparse inverse covariance matrix, hedging relationships, mean variance optimizer

4.

Evolving Inflation Dynamics, Monetary Policy, and the Fisher Hypothesis

AFA 2004 San Diego Meetings
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 215 (147,322)
Citation 5

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5.

Currency Risk Premium, Interest Rate Differentials, and the Holding Period

Number of pages: 47 Posted: 23 Feb 2014 Last Revised: 09 Apr 2014
Shingo Goto, Yan Xu and Yuzhao Zhang
University of Rhode Island - College of Business Administration, HKU, Faculty of Business and Economics and Rutgers, The State University of New Jersey - Department of Finance
Downloads 196 (160,751)

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

6.

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 Tokyo University of Science
Downloads 0 (691,842)
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corporate pensions, pension funding, management forecasts, market efficiency, cross‐sectional predictability, japanese stock market, pension accounting management, measurement errors

7.

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 Tokyo University of Science

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

8.

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