Yasushi Hamao
Yasushi Hamao
Columbia Business School, Yale University, Tsinghua University
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Cited by
Cited by
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
Fundamentals and stock returns in Japan
LKC Chan, Y Hamao, J Lakonishok
The journal of finance 46 (5), 1739-1764, 1991
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
An empirical examination of the arbitrage pricing theory: Using Japanese data
Y Hamao
Japan and the World economy 1 (1), 45-61, 1988
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
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
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
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
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
Can fundamentals predict Japanese stock returns?
LKC Chan, Y Hamao, J Lakonishok
Financial Analysts Journal 49 (4), 63-69, 1993
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
Changing patterns in corporate financing and the main bank system in Japan
JY Campbell, Y Hamao
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
Idiosyncratic risk and the creative destruction in Japan
Y Hamao, J Mei, Y Xu
National Bureau of Economic Research, 2003
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
The effects of the 1987 stock crash on international financial integration
Y Hamao, RW Masulis, V Ng
North Holland Publisher, 1991
An analysis of bidding in the Japanese government bond auctions
Y Hamao, N Jegadeesh
The Journal of Finance 53 (2), 755-772, 1998
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
Japanese stocks, bonds, bills, and inflation, 1973-87
Y Hamao
Journal of Portfolio Management 15 (2), 20, 1989
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
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