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

by Shiller, Robert J & Kon-Ya, Fumiko & Tsutsui, Yoshiro

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  1. 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, Yale School of Management ysm24, Yale School of Management.
  2. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  3. Nocetti, Diego, 2006. "Markowitz meets Kahneman: Portfolio selection under divided attention," Finance Research Letters, Elsevier, Elsevier, vol. 3(2), pages 106-113, June.
  4. 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, Elsevier, vol. 28(3), pages 406-426, April.
  5. Cao, Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007. "Fear of the Unknown: Familiarity and Economic Decisions," MPRA Paper 6512, University Library of Munich, Germany.
  6. 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, Springer, vol. 34(3), pages 179-199, June.
  7. Tille, Cédric & van Wincoop, Eric, 2014. "International capital flows under dispersed private information," Journal of International Economics, Elsevier, Elsevier, vol. 93(1), pages 31-49.
  8. Koulovatianos, Christos & Wieland, Volker, 2011. "Asset Pricing under Rational Learning about Rare Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8514, C.E.P.R. Discussion Papers.
  9. Taiji Harashima, 2004. "A More Realistic Endogenous Time Preference Model and the Slump in Japan," Macroeconomics, EconWPA 0402015, EconWPA, revised 09 Feb 2004.
  10. Gehrig, Thomas & Menkhoff,Lukas, 2004. "The Rise of Fund Managers in Foreign Exchange: Will Fundamentals Ultimately Dominate?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-308, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  11. Risso, Wiston Adrián, 2008. "The informational efficiency and the financial crashes," Research in International Business and Finance, Elsevier, Elsevier, vol. 22(3), pages 396-408, September.
  12. Vo, Xuan Vinh, 2008. "The determinants of home bias puzzle in equity portfolio investment in Australia," MPRA Paper 26982, University Library of Munich, Germany, revised 26 Jul 2009.
  13. Yoshiro Tsutsui & Kenjiro Hirayama, 2008. "How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP) 08-32, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  14. Maged Shawky Sourial, 2002. "The Future of the Stock Market Channel In Egypt," Finance, EconWPA 0204002, EconWPA.
  15. 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, Taylor & Francis Journals, vol. 15(7), pages 489-498.
  16. Tsutsui, Yoshiro, 2003. "Stock prices in Japan rise at night," Japan and the World Economy, Elsevier, Elsevier, vol. 15(4), pages 391-406, December.
  17. Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(7), pages 1253-1288, May.
  18. Bong-Chan Kho & René M. Stulz & Francis E. Warnock, 2006. "Financial Globalization, Governance, and the Evolution of the Home Bias," NBER Working Papers 12389, National Bureau of Economic Research, Inc.
  19. Wenjuan Chen & Anton Velinov, 2012. "Do Japanese Stock Prices Reflect Macro Fundamentals?," SFB 649 Discussion Papers, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany SFB649DP2012-037, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  20. Torben Lütje & Lukas Menkhoff, 2007. "What drives home bias? Evidence from fund managers' views," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 12(1), pages 21-35.
  21. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2008. "Are all professional investors sophisticated?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-397, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  22. Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(1), pages 81-101, January.
  23. Lau, Sie Ting & Ng, Lilian & Zhang, Bohui, 2010. "The world price of home bias," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(2), pages 191-217, August.
  24. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers, National University of Singapore, Department of Economics wp0603, National University of Singapore, Department of Economics.
  25. Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, Elsevier, vol. 13(4), pages 422-447, November.