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Masahiro Watanabe

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

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

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 (more details at EDIRC)

Works

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Working papers

  1. Masahiro Watanabe, 2003. "A Model of Stochastic Liquidity," Yale School of Management Working Papers ysm385, Yale School of Management.
  2. 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.
  3. Masahiro Watanabe, 2002. "Rational Trend Followers and Contrarians in Excessively Volatile, Correlated Markets," Yale School of Management Working Papers ysm267, Yale School of Management.
  4. Zhiwu Chen & Werner Stanzl & Masahiro Watanabe, 2002. "Price Impact Costs and the Limit of Arbitrage," Yale School of Management Working Papers ysm251, Yale School of Management, revised 08 Jun 2006.

Articles

  1. 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.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-02-03. Author is listed
  2. NEP-DEV: Development (1) 2004-03-22. Author is listed
  3. NEP-FIN: Finance (3) 2004-03-22 2004-07-18 2004-08-31. Author is listed
  4. NEP-FMK: Financial Markets (2) 2003-02-03 2004-03-22. Author is listed
  5. NEP-RMG: Risk Management (1) 2004-03-22. Author is listed

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Co-authorship network on CollEc

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