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Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection

Citations

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Cited by:

  1. Zhou, Jie, 2020. "Household stock market participation during the great financial crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 265-275.
  2. Suh, Jungwon, 2005. "Home bias among institutional investors: a study of the Economist Quarterly Portfolio Poll," Journal of the Japanese and International Economies, Elsevier, vol. 19(1), pages 72-95, March.
  3. Ilalan, Deniz, 2016. "Elliott wave principle and the corresponding fractional Brownian motion in stock markets: Evidence from Nikkei 225 index," Chaos, Solitons & Fractals, Elsevier, vol. 92(C), pages 137-141.
  4. Bong‐Chan Kho & René M. Stulz & Francis E. Warnock, 2009. "Financial Globalization, Governance, and the Evolution of the Home Bias," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 597-635, May.
  5. Drobetz, Wolfgang & Mönkemeyer, Marwin & Requejo, Ignacio & Schröder, Henning, 2023. "Foreign bias in institutional portfolio allocation: The role of social trust," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 233-269.
  6. Risso, Wiston Adrián, 2008. "The informational efficiency and the financial crashes," Research in International Business and Finance, Elsevier, vol. 22(3), pages 396-408, September.
  7. David Hirshleifer, 2020. "Presidential Address: Social Transmission Bias in Economics and Finance," Journal of Finance, American Finance Association, vol. 75(4), pages 1779-1831, August.
  8. David Hirshleifer & Ming Jian & Huai Zhang, 2018. "Superstition and Financial Decision Making," Management Science, INFORMS, vol. 64(1), pages 235-252, January.
  9. Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1253-1288, May.
  10. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007. "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 179-199, June.
  11. Taiji Harashima, 2004. "A More Realistic Endogenous Time Preference Model and the Slump in Japan," Macroeconomics 0402015, University Library of Munich, Germany, revised 09 Feb 2004.
  12. Bacchetta, Philippe & Mertens, Elmar & van Wincoop, Eric, 2009. "Predictability in financial markets: What do survey expectations tell us?," Journal of International Money and Finance, Elsevier, vol. 28(3), pages 406-426, April.
  13. Koulovatianos, Christos & Wieland, Volker, 2011. "Asset pricing under rational learning about rare disasters," IMFS Working Paper Series 46, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  14. Robert B. Barsky, 2009. "The Japanese Bubble: A 'Heterogeneous' Approach," NBER Working Papers 15052, National Bureau of Economic Research, Inc.
  15. repec:hum:wpaper:sfb649dp2012-037 is not listed on IDEAS
  16. Cedric Tille & Eric van Wincoop, 2009. "Disconnect and Information Content of International Capital Flows: Evidence and Theory," Working Papers 102009, Hong Kong Institute for Monetary Research.
  17. Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
  18. Quinn, William & Turner, John D., 2020. "Bubbles in history," QUCEH Working Paper Series 2020-07, Queen's University Belfast, Queen's University Centre for Economic History.
  19. Chen, Wenjuan & Velinov, Anton, 2012. "Do Japanese stock prices reflect macro fundamentals?," SFB 649 Discussion Papers 2012-037, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  20. Sayim, Mustafa & Rahman, Hamid, 2015. "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, vol. 26(C), pages 1-17.
  21. Thomas Gehrig & Lukas Menkhoff, 2005. "The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?," The World Economy, Wiley Blackwell, vol. 28(4), pages 519-540, April.
  22. Jie Zhou, 2015. "Household Stockholding Behavior During the Great Financial Crisis," Staff Working Papers 15-15, Bank of Canada.
  23. Nocetti, Diego, 2006. "Markowitz meets Kahneman: Portfolio selection under divided attention," Finance Research Letters, Elsevier, vol. 3(2), pages 106-113, June.
  24. Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "How Fast Do Tokyo And New York Stock Exchanges Respond To Each Other? An Analysis With High‐Frequency Data," The Japanese Economic Review, Japanese Economic Association, vol. 61(2), pages 175-201, June.
  25. H. Henry Cao & Bing Han & David Hirshleifer & Harold H. Zhang, 2011. "Fear of the Unknown: Familiarity and Economic Decisions," Review of Finance, European Finance Association, vol. 15(1), pages 173-206.
  26. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
  27. Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 418-440, November.
  28. Andreas Fuchs & Kai Gehring, 2017. "The Home Bias in Sovereign Ratings," Journal of the European Economic Association, European Economic Association, vol. 15(6), pages 1386-1423.
  29. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
  30. Eduard Gaar & David Scherer & Dirk Schiereck, 2022. "The home bias and the local bias: A survey," Management Review Quarterly, Springer, vol. 72(1), pages 21-57, February.
  31. Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance 0204002, University Library of Munich, Germany.
  32. Kenjiro Hirayama & Yoshiro Tsutsui, 2003. "Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data," Discussion Papers in Economics and Business 03-04, Osaka University, Graduate School of Economics.
  33. Iwatsubo, Kentaro & Watkins, Clinton, 2021. "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  34. Torben Lütje & Lukas Menkhoff, 2007. "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 21-35.
  35. Daly, Kevin & Vo, Xuan Vinh, 2013. "The determinants of home bias puzzle in equity portfolio investment in Australia," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 34-42.
  36. Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020. "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 109-132.
  37. Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023. "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, vol. 129(C).
  38. Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, vol. 40(3-5), pages 603-615, April.
  39. Tille, Cédric & van Wincoop, Eric, 2014. "International capital flows under dispersed private information," Journal of International Economics, Elsevier, vol. 93(1), pages 31-49.
  40. Tsung-Yu Hsieh & Huai-I Lee & Ying-Ru Tsai, 2018. "Idiosyncratic Risk, Stock Returns and Investor Sentiment," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(7), pages 914-924, July.
  41. Lau, Sie Ting & Ng, Lilian & Zhang, Bohui, 2010. "The world price of home bias," Journal of Financial Economics, Elsevier, vol. 97(2), pages 191-217, August.
  42. van Wincoop, Eric & Tille, Cédric, 2008. "International Capital Flows under Dispersed Information: Theory and Evidence," CEPR Discussion Papers 6989, C.E.P.R. Discussion Papers.
  43. Vogel, Harold L. & Werner, Richard A., 2015. "An analytical review of volatility metrics for bubbles and crashes," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 15-28.
  44. Michela Rancan, 2013. "The Value of Social Networks in Financial Markets," RSCAS Working Papers 2013/21, European University Institute.
  45. Stefan T. Trautmann & Gijs Kuilen, 2015. "Belief Elicitation: A Horse Race among Truth Serums," Economic Journal, Royal Economic Society, vol. 125(589), pages 2116-2135, December.
  46. Hiraki, Takato & Ito, Akitoshi, 2009. "Investor biases in Japan: Another pathology of Keiretsu," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 100-124, January.
  47. Elke U. Weber & Niklas Siebenmorgen & Martin Weber, 2005. "Communicating Asset Risk: How Name Recognition and the Format of Historic Volatility Information Affect Risk Perception and Investment Decisions," Risk Analysis, John Wiley & Sons, vol. 25(3), pages 597-609, June.
  48. Evan M. Munro & Serena Ng, 2020. "Latent Dirichlet Analysis of Categorical Survey Expectations," NBER Working Papers 27182, National Bureau of Economic Research, Inc.
  49. Rui Alpalhao & Paulo Alves, 2005. "The Portuguese equity risk premium: what we know and what we don't know," Applied Financial Economics, Taylor & Francis Journals, vol. 15(7), pages 489-498.
  50. Tsutsui, Yoshiro, 2003. "Stock prices in Japan rise at night," Japan and the World Economy, Elsevier, vol. 15(4), pages 391-406, December.
  51. Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 81-101, January.
  52. P. Schanbacher, 2014. "Measuring and adjusting for overconfidence," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 423-452, October.
  53. Kevin Lee & Scott Miller & Nicole Velasquez & Christi Wann, 2013. "The Effect of Investor Bias and Gender on Portfolio Performance and Risk," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 7(1), pages 1-16.
  54. Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.
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