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Details about Yasushi Hamao

Workplace:Department of Finance and Business Economics, Marshall School of Business, University of Southern California, (more information at EDIRC)

Access statistics for papers by Yasushi Hamao.

Last updated 2015-07-06. Update your information in the RePEc Author Service.

Short-id: pha719


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Working Papers

2014

  1. Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2012

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

2007

  1. Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    See also Chapter (2009)
  2. 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 Downloads

2005

  1. The Genesis and the Development of the Pre-war Japanese Stock Market
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (3)
    Also in CARF J-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2004) Downloads

    See also Journal Article in Economic Review (2005)
  2. 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 Downloads

2004

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

2003

  1. Idiosyncratic Risk and the Creative Destruction in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)

2000

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

1999

  1. Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (6)
    Also in Research Paper, Federal Reserve Bank of New York (1998) Downloads View citations (11)

    See also Journal Article in Pacific-Basin Finance Journal (2000)

1995

  1. Japanese Government Bond Auctions: The U.S. Experience
    Working Papers, Columbia - Graduate School of Business
  2. 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 in Journal of International Money and Finance (2001)

1992

  1. 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 (3)
  2. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (182)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1989) Downloads View citations (7)

    See also Journal Article in Journal of Finance (1992)
  3. Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange
    Working Papers, Columbia - Graduate School of Business View citations (1)
    See also Journal Article in Review of Financial Studies (1995)

1988

  1. 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 Downloads View citations (5)

2013

  1. 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 Downloads

2008

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

2007

  1. Tick size change and liquidity provision on the Tokyo Stock Exchange
    Journal of the Japanese and International Economies, 2007, 21, (2), 173-194 Downloads View citations (10)
  2. Unique Symptoms of Japanese Stagnation: An Equity Market Perspective
    Journal of Money, Credit and Banking, 2007, 39, (4), 901-923 Downloads View citations (19)

2006

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

2005

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

2002

  1. 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 Downloads View citations (37)

2001

  1. 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 Downloads View citations (24)
    See also Working Paper (1995)

2000

  1. Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan
    Pacific-Basin Finance Journal, 2000, 8, (5), 529-558 Downloads View citations (62)
    See also Working Paper (1999)

1998

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

1995

  1. Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange
    Review of Financial Studies, 1995, 8, (3), 849-78 Downloads View citations (62)
    See also Working Paper (1992)

1992

  1. 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 Downloads View citations (133)
    See also Working Paper (1992)

1991

  1. A Standard Data Base for the Analysis of Japanese Security Markets
    The Journal of Business, 1991, 64, (1), 87-102 Downloads View citations (4)
  2. Fundamentals and Stock Returns in Japan
    Journal of Finance, 1991, 46, (5), 1739-64 Downloads View citations (287)

1990

  1. Correlations in Price Changes and Volatility across International Stock Markets
    Review of Financial Studies, 1990, 3, (2), 281-307 Downloads View citations (726)

1988

  1. An empirical examination of the Arbitrage Pricing Theory: Using Japanese data
    Japan and the World Economy, 1988, 1, (1), 45-61 Downloads View citations (52)

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 Downloads View citations (2)
    See also Working Paper (2007)

1993

  1. The Interest Rate Process and the Term Structure of Interest Rates in Japan
    A chapter in Japanese Monetary Policy, 1993, pp 95-120 Downloads View citations (7)

Editor

  1. Japan and the World Economy
    Elsevier
 
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