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Kenji Wada

Personal Details

First Name:Kenji
Middle Name:
Last Name:Wada
Suffix:
RePEc Short-ID:pwa373
[This author has chosen not to make the email address public]
Terminal Degree:1999 Department of Economics; University of Chicago (from RePEc Genealogy)

Affiliation

Faculty of Business and Commerce
Keio University

Tokyo, Japan
http://www.fbc.keio.ac.jp/
RePEc:edi:fbkeijp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.
  2. Raaj Sah & Kenji Wada, 2001. "Can Government Collect Resources Without Hurting Investors: Taxation of Returns From Assets," Working Papers 0127, Harris School of Public Policy Studies, University of Chicago.

Articles

  1. Atsushi Maki & Kenji Wada, 2011. "Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures," Economics Bulletin, AccessEcon, vol. 31(2), pages 1183-1187.
  2. Kubota, Keiichi & Tokunaga, Toshifumi & Wada, Kenji, 2008. "Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey," Japan and the World Economy, Elsevier, vol. 20(1), pages 1-18, January.
  3. Wada, Kenji, 2007. "The Knightian uncertainty and the risk premium and the risk free rate puzzles in Japan and the U.S," Economics Letters, Elsevier, vol. 95(3), pages 386-393, June.
  4. Basu, Parantap & Wada, Kenji, 2006. "Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles," Economics Letters, Elsevier, vol. 93(3), pages 436-442, December.
  5. Kenji Wada, 2004. "Informational content of stock exchanges versus over-the-counter markets: the behaviour of stock indices around the Asian financial crisis in Japan and Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 11(15), pages 949-955.
  6. Shumpei Takemori & Kenji Wada, 2003. "Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(4), pages 301-317, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.

    Cited by:

    1. Toda, Alexis Akira & Walsh, Kieran James, 2016. "Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models," MPRA Paper 78980, University Library of Munich, Germany.
    2. Wilson, Matthew S., 2020. "Disaggregation and the equity premium puzzle," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 1-18.
    3. Parantap Basu & Sigit Sulistiyo Wibowo, 2015. "An Empirical Investigation of Risk Sharing among Indonesian Households," CEMAP Working Papers 2015_02, Durham University Business School.
    4. Parantap Basu & Elie Appelbaum, 2004. "A New Methodology For Studying The Equity Premium," Royal Economic Society Annual Conference 2004 72, Royal Economic Society.

  2. Raaj Sah & Kenji Wada, 2001. "Can Government Collect Resources Without Hurting Investors: Taxation of Returns From Assets," Working Papers 0127, Harris School of Public Policy Studies, University of Chicago.

    Cited by:

    1. Jair Santillán‐Saldivar & Tobias Gaugler & Christoph Helbig & Andreas Rathgeber & Guido Sonnemann & Andrea Thorenz & Axel Tuma, 2021. "Design of an endpoint indicator for mineral resource supply risks in life cycle sustainability assessment: The case of Li‐ion batteries," Journal of Industrial Ecology, Yale University, vol. 25(4), pages 1051-1062, August.

Articles

  1. Kubota, Keiichi & Tokunaga, Toshifumi & Wada, Kenji, 2008. "Consumption behavior, asset returns, and risk aversion: Evidence from the Japanese household survey," Japan and the World Economy, Elsevier, vol. 20(1), pages 1-18, January.

    Cited by:

    1. Kurita, Takamitsu, 2010. "Co-breaking, cointegration, and weak exogeneity: Modelling aggregate consumption in Japan," Economic Modelling, Elsevier, vol. 27(2), pages 574-584, March.
    2. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.
    3. Galicia-Sanguino, Lucía & Rojo-Suárez, Javier & Alonso-Conde, Ana B. & López-Pérez, M. Victoria, 2021. "Trade integration and research and development investment as a proxy for idiosyncratic risk in the cross-section of stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).

  2. Wada, Kenji, 2007. "The Knightian uncertainty and the risk premium and the risk free rate puzzles in Japan and the U.S," Economics Letters, Elsevier, vol. 95(3), pages 386-393, June.

    Cited by:

    1. Lioui, Abraham & Poncet, Patrice, 2012. "On model ambiguity and money neutrality," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1020-1033.

  3. Basu, Parantap & Wada, Kenji, 2006. "Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles," Economics Letters, Elsevier, vol. 93(3), pages 436-442, December.

    Cited by:

    1. Basu, Parantap & Semenov, Andrei & Wada, Kenji, 2009. "Uninsurable Risk and Financial Market Puzzles," MPRA Paper 23351, University Library of Munich, Germany.
    2. Mikio Ito & Akihiko Noda, 2010. "The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-007, Keio/Kyoto Joint Global COE Program.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 1 paper 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.
  1. NEP-BEC: Business Economics (1) 2010-06-26
  2. NEP-IAS: Insurance Economics (1) 2010-06-26

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