Details about Masahiro Watanabe
Access statistics for papers by Masahiro Watanabe.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pwa217
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Journal Articles
Working Papers
2024
- Procyclical Stocks Earn Higher Returns
NBER Working Papers, National Bureau of Economic Research, Inc
2022
- Cohort Effects on Expected Co-Movement
NBER Working Papers, National Bureau of Economic Research, Inc
- Evidence on Retrieved Context: How History Matters
NBER Working Papers, National Bureau of Economic Research, Inc
2008
- Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Yale School of Management Working Papers, Yale School of Management
View citations (30)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003)
View citations (25)
Yale School of Management Working Papers, Yale School of Management (2002)
View citations (13)
2006
- Price Impact Costs and the Limit of Arbitrage
Yale School of Management Working Papers, Yale School of Management
View citations (19)
2003
- A Model of Stochastic Liquidity
Yale School of Management Working Papers, Yale School of Management
View citations (2)
2002
- Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets
Yale School of Management Working Papers, Yale School of Management
View citations (3)
Journal Articles
2008
- Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
Journal of Finance, 2008, 63, (1), 229-272
View citations (48)