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Details about Masahiro Watanabe

E-mail:
Homepage:http://www.ruf.rice.edu/~watanabe/
Workplace:Jesse H. Jones Graduate School of Management, Rice University, (more information at EDIRC)

Access statistics for papers by Masahiro Watanabe.

Last updated 2013-02-28. Update your information in the RePEc Author Service.

Short-id: pwa217


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Working Papers

2008

  1. Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (19)
    Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (10)

2006

  1. Price Impact Costs and the Limit of Arbitrage
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (16)

2003

  1. A Model of Stochastic Liquidity
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (2)

2002

  1. Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)

Journal Articles

2008

  1. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
    Journal of Finance, 2008, 63, (1), 229-272 Downloads View citations (32)
 
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