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Yasushi Hamao
Yasushi Hamao
Columbia Business School, Yale University, Tsinghua University
Verified email at aya.yale.edu
Title
Cited by
Cited by
Year
Correlations in price changes and volatility across international stock markets
Y Hamao, RW Masulis, V Ng
The review of financial studies 3 (2), 281-307, 1990
31581990
Fundamentals and stock returns in Japan
LKC Chan, Y Hamao, J Lakonishok
The journal of finance 46 (5), 1739-1764, 1991
27301991
Predictable stock returns in the United States and Japan: A study of long‐term capital market integration
JY Campbell, Y Hamao
The Journal of Finance 47 (1), 43-69, 1992
8331992
An empirical examination of the arbitrage pricing theory: Using Japanese data
Y Hamao
Japan and the World economy 1 (1), 45-61, 1988
4781988
Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan
Y Hamao, F Packer, JR Ritter
Pacific-Basin Finance Journal 8 (5), 529-558, 2000
3702000
Securities trading in the absence of dealers: Trades and quotes on the Tokyo Stock Exchange
Y Hamao, J Hasbrouck
The Review of Financial Studies 8 (3), 849-878, 1995
2751995
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
HJ Ahn, J Cai, Y Hamao, RYK Ho
Journal of Empirical finance 9 (4), 399-430, 2002
1972002
Nationalism and economic exchange: Evidence from shocks to Sino-Japanese relations
R Fisman, Y Hamao, Y Wang
The Review of Financial Studies 27 (9), 2626-2660, 2014
1692014
Living with the “enemy”: an analysis of foreign investment in the Japanese equity market
Y Hamao, J Mei
Journal of International Money and Finance 20 (5), 715-735, 2001
145*2001
Can fundamentals predict Japanese stock returns?
LKC Chan, Y Hamao, J Lakonishok
Financial Analysts Journal 49 (4), 63-69, 1993
1041993
Tick size change and liquidity provision on the Tokyo Stock Exchange
HJ Ahn, J Cai, K Chan, Y Hamao
Journal of the Japanese and International Economies 21 (2), 173-194, 2007
972007
Changing patterns in corporate financing and the main bank system in Japan
JY Campbell, Y Hamao
951993
A comparison of relations between security market prices, returns and accounting measures in Japan and the United States
C Hall, Y Hamao, TS Harris
Journal of International Financial Management & Accounting 5 (1), 47-73, 1994
841994
Idiosyncratic risk and the creative destruction in Japan
Y Hamao, J Mei, Y Xu
National Bureau of Economic Research, 2003
802003
US-style investor activism in Japan: The first ten years?
Y Hamao, P Matos
Journal of the Japanese and International Economies 48, 29-54, 2018
752018
The effects of the 1987 stock crash on international financial integration
Y Hamao, RW Masulis, V Ng
North Holland Publisher, 1991
731991
An analysis of bidding in the Japanese government bond auctions
Y Hamao, N Jegadeesh
The Journal of Finance 53 (2), 755-772, 1998
501998
Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
HJ Ahn, J Cai, Y Hamao, M Melvin
Pacific-Basin Finance Journal 29, 163-181, 2014
432014
Japanese stocks, bonds, bills, and inflation, 1973-87
Y Hamao
Journal of Portfolio Management 15 (2), 20, 1989
411989
Unique symptoms of Japanese stagnation: an equity market perspective
Y Hamao, J Mei, Y Xu
Journal of Money, Credit and Banking 39 (4), 901-923, 2007
392007
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