Details about Yasushi Hamao

Access statistics for papers by Yasushi Hamao.

Last updated 2020-11-05. Update your information in the RePEc Author Service.

Short-id: pha719

Working Papers

2014

1. Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)

2012

2. Nice to be on the A-list
   Working Papers, Federal Reserve Bank of Boston View citations (1)

2007

3. Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
   See also Chapter Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period, NBER Chapters, National Bureau of Economic Research, Inc (2009) View citations (6) (2009)
4. Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period?(Published in Takatoshi Ito and Andrew Rose eds. "Financial Sector Development in the Pacific Rim". Chicago, IL: University of Chicago Press, pp.51-87, 2009. )
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

2005

5. The Genesis and the Development of the Pre-war Japanese Stock Market
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (3)
   Also in CARF J-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2004)
   See also Journal Article The Genesis and the Development of the Pre‐War Japanese Stock Market, Economic Review, Hitotsubashi University (2005) (2005)
6. The Genesis and the Development of the Pre-war Japanese Stock Market ?Published in "Economic Review (Keizai Kenkyu)", January 2005, v. 56, iss. 1, pp. 15-29. ?
   CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (1)

2004

7. "The Genesis and the Development of the Pre-war Japanese Stock Market"(in Japanese)
   CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo

2003

8. Idiosyncratic Risk and the Creative Destruction in Japan
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)

2000

9. Bank underwriting of corporate bonds evidence from Japan after the financial system reform of 1993
   Proceedings, Federal Reserve Bank of Chicago View citations (3)

1998

10. Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan
    Research Paper, Federal Reserve Bank of New York View citations (14)
    Also in Staff Reports, Federal Reserve Bank of New York (1997) View citations (6)
    See also Journal Article Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan, Pacific-Basin Finance Journal, Elsevier (2000) View citations (86) (2000)

1995

11. Japanese Government Bond Auctions: The U.S. Experience
    Working Papers, Columbia - Graduate School of Business
12. Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market
    Working Papers, Columbia - Graduate School of Business View citations (5)
    See also Journal Article Living with the "enemy": an analysis of foreign investment in the Japanese equity market, Journal of International Money and Finance, Elsevier (2001) View citations (42) (2001)

1992

13. A Comparison of relations Between Security Market Prices, Returns and Accounting Measures in Japan and the Unites States
    Working Papers, Columbia - Graduate School of Business View citations (5)
14. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
    Scholarly Articles, Harvard University Department of Economics View citations (248)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) View citations (10)
    See also Journal Article Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration, Journal of Finance, American Finance Association (1992) View citations (240) (1992)
15. Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange
    Working Papers, Columbia - Graduate School of Business View citations (2)
    See also Journal Article Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange, The Review of Financial Studies, Society for Financial Studies (1995) View citations (71) (1995)

1988

16. PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION
    Working Papers, Princeton, Department of Economics - Financial Research Center View citations (7)

Journal Articles

2014

1. Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
   Pacific-Basin Finance Journal, 2014, 29, (C), 163-181 View citations (10)

2013

2. Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012
   Review of Quantitative Finance and Accounting, 2013, 41, (1), 171-178

2008

3. Tick size change and liquidity provision for Japanese stock trading near [yen sign]1000
   Japan and the World Economy, 2008, 20, (1), 19-39 View citations (4)

2007

4. Tick size change and liquidity provision on the Tokyo Stock Exchange
   Journal of the Japanese and International Economies, 2007, 21, (2), 173-194 View citations (19)
5. Unique Symptoms of Japanese Stagnation: An Equity Market Perspective
   Journal of Money, Credit and Banking, 2007, 39, (4), 901-923 View citations (21)

2006

6. Editorial
   Japan and the World Economy, 2006, 18, (1), 1-1

2005

7. Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange
   Journal of Banking & Finance, 2005, 29, (6), 1483-1508 View citations (8)
8. The Genesis and the Development of the Pre‐War Japanese Stock Market
   Economic Review, 2005, 56, (1), 15-29
   See also Working Paper The Genesis and the Development of the Pre-war Japanese Stock Market, CIRJE F-Series (2005) View citations (3) (2005)

2002

9. The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
   Journal of Empirical Finance, 2002, 9, (4), 399-430 View citations (55)

2001

10. Living with the "enemy": an analysis of foreign investment in the Japanese equity market
    Journal of International Money and Finance, 2001, 20, (5), 715-735 View citations (42)
    See also Working Paper Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market, Working Papers (1995) View citations (5) (1995)

2000

11. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan
    Pacific-Basin Finance Journal, 2000, 8, (5), 529-558 View citations (86)
    See also Working Paper Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan, Research Paper (1998) View citations (14) (1998)

1998

12. Interaction in investment among rival Japanese firms
    Japan and the World Economy, 1998, 10, (4), 393-407 View citations (3)

1995

13. Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange
    The Review of Financial Studies, 1995, 8, (3), 849-78 View citations (71)
    See also Working Paper Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange, Working Papers (1992) View citations (2) (1992)

1992

14. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
    Journal of Finance, 1992, 47, (1), 43-69 View citations (240)
    See also Working Paper Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration, Scholarly Articles (1992) View citations (248) (1992)

1991

15. A Standard Data Base for the Analysis of Japanese Security Markets
    The Journal of Business, 1991, 64, (1), 87-102 View citations (6)
16. Fundamentals and Stock Returns in Japan
    Journal of Finance, 1991, 46, (5), 1739-64 View citations (398)

1990

17. Correlations in Price Changes and Volatility across International Stock Markets
    The Review of Financial Studies, 1990, 3, (2), 281-307 View citations (953)

1988

18. An empirical examination of the Arbitrage Pricing Theory: Using Japanese data
    Japan and the World Economy, 1988, 1, (1), 45-61 View citations (68)

Chapters

2009

1. Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period
   A chapter in Financial Sector Development in the Pacific Rim, 2009, pp 51-87 View citations (6)
   See also Working Paper Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period, CIRJE, Faculty of Economics, University of Tokyo (2007) (2007)

1993

2. The Interest Rate Process and the Term Structure of Interest Rates in Japan
   A chapter in Japanese Monetary Policy, 1993, pp 95-120 View citations (8)

Editor

1. Japan and the World Economy
   Elsevier