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Information about:
Masahiro Watanabe

Personal Details | Affiliation | Works

This is information that was supplied by Masahiro Watanabe in registering through RePEc. If you are Masahiro Watanabe , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Masahiro
Middle Name:
Last Name: Watanabe
Suffix:

RePEc Short-ID: pwa217

Email:
Homepage: http://www.ruf.rice.edu/~watanabe/
Postal Address:
Phone:

Affiliation

(in no particular order)

Jesse H. Jones Graduate School of Management
Rice University
Location: Houston, Texas (United States)
Homepage: http://jonesgsm.rice.edu/
Email:
Phone:
Fax:
Postal: P.O. Box 1892, Houston, Texas 77251-1892
Handle: RePEc:edi:gsricus (registered authors at this institution)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management. [Downloadable!]
Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm24, Yale School of Management. [Downloadable!]
- Masahiro Watanabe & Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shiraishi, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management. [Downloadable!]
Masahiro Watanabe, 2002. "Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets," Yale School of Management Working Papers ysm267, Yale School of Management. [Downloadable!]
Werner Stanzl & Zhiwu Chen & Masahiro Watanabe, 2001. "Price Impact Costs and the Limit of Arbitrage," Yale School of Management Working Papers ysm251, Yale School of Management. [Downloadable!]

Articles

Masahiro Watanabe, 2008. "Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry," Journal of Finance, American Finance Association, vol. 63(1), pages 229-272, 02. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 2003-02-03 Author is listed
NEP-DEV: Development (1) 2004-03-22 Author is listed
NEP-FIN: Finance (3) 2004-03-22 2004-07-18 2004-08-31 Author is listed
NEP-FMK: Financial Markets (2) 2003-02-03 2004-03-22 Author is listed
NEP-RMG: Risk Management (1) 2004-03-22 Author is listed

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This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.