Takeshi Yamada

Australian National University (ANU)

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

21

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Top 16,347

in Total Papers Citations

53

CROSSREF CITATIONS

33

Scholarly Papers (21)

Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan

Number of pages: 47 Posted: 13 Feb 2013
Vidhan K. Goyal and Takeshi Yamada
Hong Kong University of Science and Technology and Australian National University (ANU)
Downloads 1,747 (18,321)
Citation 4

Abstract:

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Investment, financial constraints, asset price shocks, lending channel, Japan

Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan

Journal of Business, Vol. 77, pp. 175-199, 2004
Number of pages: 54 Posted: 26 Apr 2003 Last Revised: 08 Nov 2017
Vidhan K. Goyal and Takeshi Yamada
Hong Kong University of Science and Technology and Australian National University (ANU)
Downloads 67 (623,733)
Citation 17

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Investment, financial constraints, asset price bubble, Japan

2.

The Impact of Fund Turnover on Japanese Mutual Fund Performance

Number of pages: 40 Posted: 18 Nov 2003
Hitoshi Takehara and Takeshi Yamada
Graduate School of Business and Finance and Australian National University (ANU)
Downloads 448 (119,760)
Citation 2

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mutual fund, fund flows, churning

3.

Coskewness and Reversal of Momentum Returns: The US and International Evidence

Journal of Empirical Finance, Forthcoming
Number of pages: 57 Posted: 20 Oct 2022
Hunan University of Technology and Business, affiliation not provided to SSRN, University of Adelaide, The Chinese University of Hong Kong and Australian National University (ANU)
Downloads 418 (129,873)

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Reversal risk, Coskewness, Momentum

4.

Employee Inside Debt and Firm Risk-Taking: Evidence from Employee Deposit Programs in Japan

Review of Corporate Finance Studies, Forthcoming
Number of pages: 60 Posted: 19 May 2014 Last Revised: 26 Jun 2019
Chinese University of Hong Kong, ABFER, CEPR, and ECGI, National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN), Australian National University (ANU) and Zhejiang University
Downloads 329 (169,468)
Citation 3

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inside debt, risk-taking, employee deposits, agency costs of debt

5.

How Do Foreigners Profit from Local Investors? Evidence from Trades in the Japanese Stock Market

Number of pages: 43 Posted: 12 Sep 2001
Kee-Hong Bae, Keiichi Ito and Takeshi Yamada
York University - Schulich School of Business, Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd. and Australian National University (ANU)
Downloads 313 (178,616)
Citation 4

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Investor behavior, Momentum, Foreign investors, Performance

6.

How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan

Number of pages: 38 Posted: 13 Feb 2004
Kee-Hong Bae, Takeshi Yamada and Keiichi Ito
York University - Schulich School of Business, Australian National University (ANU) and Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd.
Downloads 288 (194,967)
Citation 3

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trade performance, equity trading, heterogeneous investor

7.

Interaction of Investor Trades and Market Volatility: Evidence from the Tokyo Stock Exchange

Number of pages: 33 Posted: 07 Aug 2007
Kee-Hong Bae, Takeshi Yamada and Keiichi Ito
York University - Schulich School of Business, Australian National University (ANU) and Nomura Holdings, Inc. (NHI) - Nomura Securities Co., Ltd.
Downloads 285 (197,056)

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market liquidity, volatility, momentum traders, contrarian traders, trading volume

8.

The Relationship between the Frequency of News Release and the Information Asymmetry: The Role of Uninformed Trading

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 10 Dec 2013
National University of Singapore (NUS) - Department of Accounting, UNSW Business School, University of New South Wales and Australian National University (ANU)
Downloads 212 (264,300)
Citation 3

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News release, Information asymmetry, PIN, Uninformed trading

9.

Monetary Policy Through the Stock Market: Central Bank Purchase of Equity Index ETFs

Number of pages: 67 Posted: 02 Oct 2019
Zhuo Chen, Keiichi Ito, Takeshi Yamada and Bohui Zhang
University of New South Wales (UNSW), SMBC Nikko Securities, Australian National University (ANU) and The Chinese University of Hong Kong, Shenzhen
Downloads 206 (271,471)
Citation 2

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ETFs, equity market, liquidity, market efficiency, unconventional monetary policy

10.

The Costs and Benefits of Short Sale Disclosure

Journal of Banking and Finance, Volume 53, Pages 124-139, 2015
Number of pages: 49 Posted: 24 Jul 2013 Last Revised: 05 Nov 2015
Iowa State University - Department of Accounting and Finance, Corvinus University of Budapest and Australian National University (ANU)
Downloads 178 (309,612)
Citation 5

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institutional traders, market efficiency, pricing efficiency, short selling

11.

Common Lender, Ex-Banker Director, and Corporate Investment

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 59 Posted: 14 Aug 2023 Last Revised: 20 Feb 2024
Kentaro Asai, Thao Hoang and Takeshi Yamada
Australian National University (ANU) - College of Business and Economics, Australian National University and Australian National University (ANU)
Downloads 102 (477,541)

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Competition, Banking, Banker director, Investment, Antitrust, Governance, Product Market

12.

The Sensitivity of Bank Performance to Local Housing Prices - Evidence from Diversified and Local Banks

Number of pages: 58 Posted: 28 Aug 2020 Last Revised: 18 Jan 2024
Christopher M. James, Nhan Le, Duc Nguyen and Takeshi Yamada
University of Florida - Department of Finance, Insurance and Real Estate, Australian National University, Australian National University and Australian National University (ANU)
Downloads 97 (493,879)
Citation 1

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Bank performance; Local housing markets; Bank diversification

13.

Political and Economic Incentives of Government in Partial Privatization

Journal of Corporate Finance, 32 (2015) 169-189
Number of pages: 57 Posted: 05 Mar 2012 Last Revised: 27 Nov 2016
Zhaohua Li and Takeshi Yamada
Lincoln University (NZ) - Commerce and Australian National University (ANU)
Downloads 78 (564,646)
Citation 6

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Partial privatization; Political objectives; State ownership; Employment; Chinese economy

14.

Government and Business Nexus: Evidence from Japan

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 11 Sep 2008 Last Revised: 31 Jan 2013
Manoj Raj and Takeshi Yamada
affiliation not provided to SSRN and Australian National University (ANU)
Downloads 58 (660,138)

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political connection, corporate governance

15.

Investor Composition, Trading Styles and Liquidity: An Analysis of Japanese Stocks

Number of pages: 50 Posted: 16 Nov 2023
Hao Jiang, Sheridan Titman, Takeshi Yamada and Terry Zhang
Michigan State University, University of Texas at Austin - Department of Finance, Australian National University (ANU) and Australian National University (ANU)
Downloads 49 (712,793)

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Liquidity, Foreign Institution, Japan, Bid-Ask Spread, Amihud illiquidity

16.

The Effect of Central Bank's Large-Scale Equity Purchases on Market Quality

Number of pages: 52 Posted: 18 Jul 2022
Zhuo Chen, Keiichi Ito, Takeshi Yamada and Bohui Zhang
University of New South Wales, SMBC Nikko Securities, Australian National University (ANU) and The Chinese University of Hong Kong, Shenzhen
Downloads 47 (725,499)

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Equity market, ETFs, Liquidity, Market efficiency, Monetary policy, Quantitative easing

17.

The Effect of Central Bank's Large-Scale Equity Purchases on Market Quality

Number of pages: 55 Posted: 09 Nov 2022
Zhuo Chen, Keiichi Ito, Takeshi Yamada and Bohui Zhang
Independent, SMBC Nikko Securities, Australian National University (ANU) and The Chinese University of Hong Kong, Shenzhen
Downloads 44 (745,178)

Abstract:

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Equity market, ETFs, Liquidity, Market efficiency, Monetary policy, Quantitative easing

18.

The Efficiency of Corporate R&D Investments: Information-Sharing and Government Subsidies

Number of pages: 62 Posted: 30 Mar 2024
Zhaohua Li and Takeshi Yamada
Lincoln University (NZ) - Commerce and Australian National University (ANU)
Downloads 6 (1,076,988)

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Capital allocation, agency cost, innovation, Broad-based incentive plan, R&D subsidy

19.

The Impact of International Institutional Investors on Local Equity Prices: Reversal of the Size Premium

Financial Analysts Journal, Vol. 67, No. 6, 2011
Posted: 23 Nov 2011
Takeshi Yamada and Hao Jiang
Australian National University (ANU) and Michigan State University

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Equity Investments, Equity Market Valuation and Return Analysis, Analysis of World Security Markets, International Equity Investing, Equity Markets, Characteristics, Institutions, Benchmarks, Organization and Functioning of Securities Markets, Portfolio Management, Equity Portfolio Management

20.

The Japanese Market for Corporate Control and Managerial Incentives

Posted: 13 Jul 1998
Jun-Koo Kang and Takeshi Yamada
Nanyang Business School, Nanyang Technological University and Australian National University (ANU)

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The Performance of Japanese Mutual Funds

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2
Posted: 16 Apr 1997
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

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The Performance of Japanese Mutual Funds

Posted: 11 May 1995
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

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