Details about Keiichi Hori
Access statistics for papers by Keiichi Hori.
Last updated 2023-08-05. Update your information in the RePEc Author Service.
Short-id: pho409
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Working Papers
2024
- Search-for-Yield and Home Bias under Quantitative Easing
KIER Working Papers, Kyoto University, Institute of Economic Research
2021
- Measuring the Value of Corporate Cash Holdings against Predictable and Unpredictable Negative Shocks
Discussion Paper Series, School of Economics, Kwansei Gakuin University
2017
- Debt Maturity, Default, and Investment under Rollover Risk and Solvency Concern
KIER Working Papers, Kyoto University, Institute of Economic Research
2015
- A Dynamic Agency Theory of Investment and Managerial Replacement
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (2)
2013
- Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (7)
See also Journal Article Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model, The Review of Financial Studies, Society for Financial Studies (2013) View citations (7) (2013)
2011
- Agency Contracts, Noncommitment Timing Strategies, and Real Options
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
See also Journal Article Agency Contracts, Noncommitment Timing Strategies and Real Options, The Japanese Economic Review, Springer (2017) (2017)
2009
- On the Determinants of Corporate Cash Holdings in Japan: Evidence from Panel Analysis of Listed Companies [in Japanese]
Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (3)
2004
- Network Investment and Competition with Access-to-Bypass
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (8)
Journal Articles
2024
- Information production in start-up firms: SPACs vs. Traditional IPOs
Journal of Corporate Finance, 2024, 85, (C)
2023
- Stock price reactions to corporate cash holdings in mitigating predictable and unpredictable negative shocks
Pacific-Basin Finance Journal, 2023, 79, (C)
2020
- Dynamic contract and discretionary termination policy under loss aversion
Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (1)
2017
- Agency Contracts, Noncommitment Timing Strategies and Real Options
The Japanese Economic Review, 2017, 68, (4), 521-554 
Also in The Japanese Economic Review, 2017, 68, (4), 521-554 (2017) 
See also Working Paper Agency Contracts, Noncommitment Timing Strategies, and Real Options, KIER Working Papers (2011) View citations (1) (2011)
2014
- Investment timing decisions of managers under endogenous contracts
Journal of Corporate Finance, 2014, 29, (C), 607-627 View citations (11)
2013
- Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model
The Review of Financial Studies, 2013, 26, (10), 2620-2647 View citations (7)
See also Working Paper Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model, KIER Working Papers (2013) View citations (7) (2013)
2009
- Competition schemes and investment in network infrastructure under uncertainty
Journal of Regulatory Economics, 2009, 35, (2), 179-200 View citations (24)
- Optimal timing of management turnover under agency problems
Journal of Economic Dynamics and Control, 2009, 33, (12), 1962-1980 View citations (9)
2006
- Access pricing and investment with stochastically growing demand
International Journal of Industrial Organization, 2006, 24, (4), 795-808 View citations (63)
- REPLY
The Japanese Economic Review, 2006, 57, (2), 310-311
- WHAT CAUSED FIXED INVESTMENT TO STAGNATE DURING THE 1990S IN JAPAN? EVIDENCE FROM PANEL DATA OF LISTED COMPANIES*
The Japanese Economic Review, 2006, 57, (2), 283-306 View citations (25)
1997
- Japanese stock returns and investment: A test of production-based asset pricing model
Japan and the World Economy, 1997, 9, (1), 37-56 View citations (5)
Chapters
2007
- From Access to Bypass: A Real Options Approach
Chapter 8 in Stochastic Processes And Applications To Mathematical Finance, 2007, pp 127-150 View citations (1)
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