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Details about Masahiro Watanabe

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

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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Working Papers

2024

  1. Procyclical Stocks Earn Higher Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2022

  1. Cohort Effects on Expected Co-Movement
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Evidence on Retrieved Context: How History Matters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

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 (25)
    Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (13)

2006

  1. Price Impact Costs and the Limit of Arbitrage
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (19)

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 (48)
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