Yasushi Hamao
Personal Details
First Name: | Yasushi |
Middle Name: | |
Last Name: | Hamao |
Suffix: | |
RePEc Short-ID: | pha719 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers Articles Chapters EditorshipWorking papers
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014.
"Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations,"
NBER Working Papers
20089, National Bureau of Economic Research, Inc.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014. "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2626-2660.
- Yasushi Hamao & Kenji Kutsuna & Joe Peek, 2012. "Nice to be on the A-list," Working Papers 12-13, Federal Reserve Bank of Boston.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2007. "Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period?(Published in Takatoshi Ito and Andrew Rose eds. "Financial Sector Development in the Pacific Rim". Chicago, ," CARF F-Series CARF-F-098, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2007.
"Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period,"
CIRJE F-Series
CIRJE-F-495, CIRJE, Faculty of Economics, University of Tokyo.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2009. "Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period," NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 51-87, National Bureau of Economic Research, Inc.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2005. "The Genesis and the Development of the Pre-war Japanese Stock Market ?Published in "Economic Review (Keizai Kenkyu)", January 2005, v. 56, iss. 1, pp. 15-29. ?," CARF F-Series CARF-F-023, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tetsuji Okazaki & Yasushi Hamao & Takeo Hoshi, 2004.
"The Genesis and the Development of the Pre-war Japanese Stock Market,"
CARF J-Series
CARF-J-007, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Okazaki, Tetsuji & Hamao, Yasushi & Hoshi, Takeo, 2005. "The Genesis and the Development of the Pre‐War Japanese Stock Market," Economic Review, Hitotsubashi University, vol. 56(1), pages 15-29, January.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2005. "The Genesis and the Development of the Pre-war Japanese Stock Market," CIRJE F-Series CIRJE-F-320, CIRJE, Faculty of Economics, University of Tokyo.
- Tetsuji Okazaki & Yasushi Hamao & Takeo Hoshi, 2004. ""The Genesis and the Development of the Pre-war Japanese Stock Market"(in Japanese)," CIRJE J-Series CIRJE-J-119, CIRJE, Faculty of Economics, University of Tokyo.
- Yasushi Hamao & Jianping Mei & Yexiao Xu, 2003. "Idiosyncratic Risk and the Creative Destruction in Japan," NBER Working Papers 9642, National Bureau of Economic Research, Inc.
- Yasushi Hamao & Takeo Hoshi, 2000. "Bank underwriting of corporate bonds evidence from Japan after the financial system reform of 1993," Proceedings 670, Federal Reserve Bank of Chicago.
- Yasushi Hamao & Frank Packer & Jay Ritter, 1997.
"Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan,"
Staff Reports
52, Federal Reserve Bank of New York.
- Hamao, Yasushi & Packer, Frank & Ritter, Jay R., 2000. "Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 8(5), pages 529-558, October.
- Yasushi Hamao & Frank Packer & Jay Ritter, 1998. "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Research Paper 9807, Federal Reserve Bank of New York.
- Hamao, Y. & Mei, J., 1995.
"Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market,"
Papers
95-15, Columbia - Graduate School of Business.
- Hamao, Yasushi & Mei, Jianping, 2001. "Living with the "enemy": an analysis of foreign investment in the Japanese equity market," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 715-735, October.
- Hamao, Y. & Jegadeesh, N., 1995. "Japanese Government Bond Auctions: The U.S. Experience," Papers 95-28, Columbia - Graduate School of Business.
- Hall, C. & Hamao, Y. & Harris, T.S., 1992. "A Comparison of relations Between Security Market Prices, Returns and Accounting Measures in Japan and the Unites States," Papers 92-36, Columbia - Graduate School of Business.
- Hamao, Y. & Hasbrouck, J., 1992.
"Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange,"
Papers
92-35, Columbia - Graduate School of Business.
- Hamao, Yasushi & Hasbrouck, Joel, 1995. "Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 849-878.
- John Y. Campbell & Yasushi Hamao, 1989.
"Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration,"
NBER Working Papers
3191, National Bureau of Economic Research, Inc.
- Campbell, John Y & Hamao, Yasushi, 1992. "Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration," Journal of Finance, American Finance Association, vol. 47(1), pages 43-69, March.
- Hamao, Yasushi & Campbell, John, 1992. "Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration," Scholarly Articles 3207694, Harvard University Department of Economics.
- Campbell, J.Y. & Hamao, Y., 1988. "Predictable Bond And Stock Returns In The United States And Japan: A Study Of Long-Term Market Integration," Papers 100, Princeton, Department of Economics - Financial Research Center.
Articles
- Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014. "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 163-181.
- Cheng-Few Lee & Yasushi Hamao & Randolph Beatty, 2013. "Recap of the 23rd annual financial economics and accounting conference, November 16–17, 2012," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 171-178, July.
- Cai, Jun & Hamao, Yasushi & Ho, Richard Y.K., 2008. "Tick size change and liquidity provision for Japanese stock trading near [yen sign]1000," Japan and the World Economy, Elsevier, vol. 20(1), pages 19-39, January.
- Ahn, Hee-Joon & Cai, Jun & Chan, Kalok & Hamao, Yasushi, 2007. "Tick size change and liquidity provision on the Tokyo Stock Exchange," Journal of the Japanese and International Economies, Elsevier, vol. 21(2), pages 173-194, June.
- Yasushi Hamao & Jianping Mei & Yexiao Xu, 2007. "Unique Symptoms of Japanese Stagnation: An Equity Market Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 901-923, June.
- Dekle, Robert & Hamao, Yasushi, 2006. "Editorial," Japan and the World Economy, Elsevier, vol. 18(1), pages 1-1, January.
- Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y.K., 2005. "Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1483-1508, June.
- Okazaki, Tetsuji & Hamao, Yasushi & Hoshi, Takeo, 2005.
"The Genesis and the Development of the Pre‐War Japanese Stock Market,"
Economic Review, Hitotsubashi University, vol. 56(1), pages 15-29, January.
- Tetsuji Okazaki & Yasushi Hamao & Takeo Hoshi, 2004. "The Genesis and the Development of the Pre-war Japanese Stock Market," CARF J-Series CARF-J-007, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2005. "The Genesis and the Development of the Pre-war Japanese Stock Market," CIRJE F-Series CIRJE-F-320, CIRJE, Faculty of Economics, University of Tokyo.
- Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y. K., 2002. "The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 9(4), pages 399-430, November.
- Hamao, Yasushi & Mei, Jianping, 2001.
"Living with the "enemy": an analysis of foreign investment in the Japanese equity market,"
Journal of International Money and Finance, Elsevier, vol. 20(5), pages 715-735, October.
- Hamao, Y. & Mei, J., 1995. "Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market," Papers 95-15, Columbia - Graduate School of Business.
- Hamao, Yasushi & Packer, Frank & Ritter, Jay R., 2000.
"Institutional affiliation and the role of venture capital: Evidence from initial public offerings in Japan,"
Pacific-Basin Finance Journal, Elsevier, vol. 8(5), pages 529-558, October.
- Yasushi Hamao & Frank Packer & Jay Ritter, 1998. "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Research Paper 9807, Federal Reserve Bank of New York.
- Yasushi Hamao & Frank Packer & Jay Ritter, 1997. "Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan," Staff Reports 52, Federal Reserve Bank of New York.
- Foresi, Silverio & Hamao, Yasushi & Mei, Jianping, 1998. "Interaction in investment among rival Japanese firms," Japan and the World Economy, Elsevier, vol. 10(4), pages 393-407, October.
- Hamao, Yasushi & Hasbrouck, Joel, 1995.
"Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 849-878.
- Hamao, Y. & Hasbrouck, J., 1992. "Securities Trading in the Absence of Dealers: Trade and Quotes on the Tokyo Stock Exchange," Papers 92-35, Columbia - Graduate School of Business.
- Campbell, John Y & Hamao, Yasushi, 1992.
"Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration,"
Journal of Finance, American Finance Association, vol. 47(1), pages 43-69, March.
- John Y. Campbell & Yasushi Hamao, 1989. "Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration," NBER Working Papers 3191, National Bureau of Economic Research, Inc.
- Hamao, Yasushi & Campbell, John, 1992. "Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration," Scholarly Articles 3207694, Harvard University Department of Economics.
- Hamao, Yasushi, 1991. "A Standard Data Base for the Analysis of Japanese Security Markets," The Journal of Business, University of Chicago Press, vol. 64(1), pages 87-102, January.
- Chan, Louis K C & Hamao, Yasushi & Lakonishok, Josef, 1991. "Fundamentals and Stock Returns in Japan," Journal of Finance, American Finance Association, vol. 46(5), pages 1739-1764, December.
- Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
- Hamao, Yasushi, 1988. "An empirical examination of the Arbitrage Pricing Theory : Using Japanese data," Japan and the World Economy, Elsevier, vol. 1(1), pages 45-61, October.
Chapters
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2009.
"Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period,"
NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 51-87,
National Bureau of Economic Research, Inc.
- Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki, 2007. "Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period," CIRJE F-Series CIRJE-F-495, CIRJE, Faculty of Economics, University of Tokyo.
- John Y. Campbell & Yasushi Hamao, 1993. "The Interest Rate Process and the Term Structure of Interest Rates in Japan," NBER Chapters, in: Japanese Monetary Policy, pages 95-120, National Bureau of Economic Research, Inc.
Editorship
- Japan and the World Economy, Elsevier.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Euclidian citation score
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-HIS: Business, Economic and Financial History (3) 2004-11-07 2005-02-27 2007-08-08
- NEP-FIN: Finance (2) 2003-04-27 2005-02-27
- NEP-SEA: South East Asia (2) 2004-11-07 2005-02-27
- NEP-BAN: Banking (1) 2013-01-07
- NEP-CFN: Corporate Finance (1) 1999-01-25
- NEP-CNA: China (1) 2014-05-17
- NEP-FMK: Financial Markets (1) 2005-02-27
- NEP-POL: Positive Political Economics (1) 2014-05-17
- NEP-RMG: Risk Management (1) 2003-04-27
- NEP-TRA: Transition Economics (1) 2014-05-17
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Yasushi Hamao should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.