IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Are Japanese Stock Prices Too High?"

by French, K.R. & Poterba, J.M.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Kalok Chan & Vicentiu Covrig & Lilian Ng, 2005. "What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide," Journal of Finance, American Finance Association, vol. 60(3), pages 1495-1534, 06.
  2. Hong Bae, Kee & Kim, Jeong-Bon, 1998. "The usefulness of earnings versus book value for predicting stock returns and cross corporate ownership in Japan," Japan and the World Economy, Elsevier, vol. 10(4), pages 467-485, October.
  3. Bruno Solnik & Campbell Harvey & Guofu Zhou, 1994. "What determines expected international asset returns ?," Working Papers hal-00607609, HAL.
  4. J. I. Pena & E. Ruiz, 1995. "Stock market regulations and international financial integration: the case of Spain," The European Journal of Finance, Taylor & Francis Journals, vol. 1(4), pages 367-382.
  5. Joe Peek & Eric S. Rosengren, 1999. "Japanese banking problems: implications for lending in the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 25-36.
  6. Jason Cummins & Trevor Harris & Kevin Hassett, 1995. "Accounting Standards, Information Flow, and Firm Investment Behavior," NBER Chapters, in: The Effects of Taxation on Multinational Corporations, pages 181-224 National Bureau of Economic Research, Inc.
  7. Eun, Cheol S. & Lee, Jinsoo, 2010. "Evolution of earnings-to-price ratios: International evidence," Global Finance Journal, Elsevier, vol. 21(2), pages 125-137.
  8. Gabriel Hawawini & Donald B. Keim, . "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers 07-97, Wharton School Rodney L. White Center for Financial Research.
  9. Jaume Ventura & Alberto Martín, 2003. "Economic Growth with Bubbles," Working Papers 204, Barcelona Graduate School of Economics.
  10. Choi, Jongmoo Jay, 1995. "The Japanese and US stock prices: A comparative fundamental analysis," Japan and the World Economy, Elsevier, vol. 7(3), pages 347-360, September.
  11. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc.
  12. Givoly, Dan & Hayn, Carla, 2000. "The changing time-series properties of earnings, cash flows and accruals: Has financial reporting become more conservative?," Journal of Accounting and Economics, Elsevier, vol. 29(3), pages 287-320, June.
  13. Aguirre, Maria Sophia & Saidi, Reza, 2004. "Japanese banks liability management before and during the banking crises and macroeconomic fundamentals," Journal of Asian Economics, Elsevier, vol. 15(2), pages 373-397, April.
  14. Michael S. Gibson, 1998. ""Big Bang" deregulation and Japanese corporate governance: a survey of the issues," International Finance Discussion Papers 624, Board of Governors of the Federal Reserve System (U.S.).
  15. Glassman, Debra A. & Riddick, Leigh A., 2006. "Market timing by global fund managers," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1029-1050, November.
  16. Brett Hemenway & Sanjeev Khanna, 2015. "Sensitivity and Computational Complexity in Financial Networks," Papers 1503.07676, arXiv.org.
  17. Akinobu Shuto, 2005. "Earnings Management to Exceed the Threshold: A Comparative Analysis of Consolidated and Parent-only Earnings," Discussion Paper Series 224, Research Institute for Economics & Business Administration, Kobe University, revised Jul 2008.
  18. Randall J. Pozdena, 1991. "Why banks need commerce powers," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 18-31.
  19. Chowdhry, Bhagwan & Titman, Sheridan, 1993. "Why Real Interest Rates, Cost of Capital and Price/Earnings Ratios Vary Across Countries," University of California at Los Angeles, Anderson Graduate School of Management qt93k425dd, Anderson Graduate School of Management, UCLA.
  20. Kang, Jun-Koo & Stulz, Rene M, 1996. "How Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues," Review of Financial Studies, Society for Financial Studies, vol. 9(1), pages 109-39.
  21. Cheung, Joseph K. & Kim, Jeong-Bon & Lee, Jason, 1999. "The Impact of Institutional Characteristics on Return-Earnings Associations in Japan," The International Journal of Accounting, Elsevier, vol. 34(4), pages 571-596, 010.
  22. Gul, Ferdinand A., 1999. "Growth opportunities, capital structure and dividend policies in Japan," Journal of Corporate Finance, Elsevier, vol. 5(2), pages 141-168, June.
  23. Douglas Stone & William T. Ziemba, 1993. "Land and Stock Prices in Japan," Journal of Economic Perspectives, American Economic Association, vol. 7(3), pages 149-165, Summer.
  24. Kang, Jun-Koo & Shivdasani, Anil, 1995. "Firm performance, corporate governance, and top executive turnover in Japan," Journal of Financial Economics, Elsevier, vol. 38(1), pages 29-58, May.
  25. Gan, Jie, 2007. "Collateral, debt capacity, and corporate investment: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 85(3), pages 709-734, September.
  26. Conroy, Robert M. & Harris, Robert S. & Park, Young S., 1998. "Fundamental information and share prices in Japan: evidence from earnings surprises and management predictions," International Journal of Forecasting, Elsevier, vol. 14(2), pages 227-244, June.
  27. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc.
  28. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers wp0603, National University of Singapore, Department of Economics.
  29. Werner, Richard A., 2012. "Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 1-17.
  30. Prem Jain & Joshua Rosett, 2006. "Macroeconomic variables and the E/P ratio: Is inflation really positively associated with the E/P ratio?," Review of Quantitative Finance and Accounting, Springer, vol. 27(1), pages 5-26, August.
  31. Albert N. Shiryaev & Mikhail N. Zhitlukhin & Bill Ziemba & William T. Ziemba, 2014. "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," LSE Research Online Documents on Economics 59288, London School of Economics and Political Science, LSE Library.
  32. T. Biebuyck & Ariane Chapelle & Ariane Szafarz, 2005. "Les leviers de contrôle des actionnaires majoritaires," ULB Institutional Repository 2013/719, ULB -- Universite Libre de Bruxelles.
  33. Brooks, R & Davidson, S & Faff, R, 1997. "An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience," Papers 97-4, Melbourne - Centre in Finance.
  34. Steven N. Kaplan, 1992. "Top Executive Rewards and Firm Performance: A Comparison of Japan and the U.S," NBER Working Papers 4065, National Bureau of Economic Research, Inc.
  35. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia.
  36. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc.
  37. Joe Peek & Eric S. Rosengren, 1996. "The international transmission of financial shocks: the case of Japan," Working Papers 96-1, Federal Reserve Bank of Boston.
  38. Iwaisako, Tokuo, 2009. "Household portfolios in Japan," Japan and the World Economy, Elsevier, vol. 21(4), pages 373-382, December.
  39. Harvey, Campbell R. & Zhou, Guofu, 1993. "International asset pricing with alternative distributional specifications," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 107-131, June.
  40. Whittington, Mark, 2000. "Problems in Comparing Financial Performance Across International Boundaries: A Case Study Approach," The International Journal of Accounting, Elsevier, vol. 35(3), pages 399-413, 09.
  41. Matthew Elliott & Benjamin Golub & Matthew O. Jackson, 2014. "Financial Networks and Contagion," American Economic Review, American Economic Association, vol. 104(10), pages 3115-53, October.
  42. Peña Sánchez de Rivera, Juan Ignacio, 1991. "Sobre la relación entre los mercados bursátiles internacionales y la bolsa de Madrid," DE - Documentos de Trabajo. Economía. DE 3007, Universidad Carlos III de Madrid. Departamento de Economía.
  43. Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 81-101, January.
  44. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September.
  45. Chung, Heetaik & Lee, Bong-Soo, 1998. "Fundamental and nonfundamental components in stock prices of Pacific-Rim countries," Pacific-Basin Finance Journal, Elsevier, vol. 6(3-4), pages 321-346, August.
  46. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc.
  47. Frijns, Bart & Koellen, Esther & Lehnert, Thorsten, 2008. "On the determinants of portfolio choice," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 373-386, May.
  48. Brunner, Allan D & Kamin, Steven B, 1998. "Bank Lending and Economic Activity in Japan: Did 'Financial Factors' Contribute to the Recent Downturn?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(1), pages 73-89, January.
  49. Francesco Brioschi & Giancarlo Giudici & Stefano Paleari, 2000. "Estimating deferred taxation on dividends in business groups," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 21(8), pages 329-338.
  50. Chowdhry, Bhagwan & Titman, Sheridan, 2001. "Why real interest rates, cost of capital and price/earnings ratios vary across countries," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 165-189, April.
  51. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc.
  52. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
  53. Jun-Koo Kang & Rene M. Stulz, 1997. "Is Bank-Centered Corporate Governance Worth It? A Cross-Sectional Analysis of the Performance of Japanese Firms during the Asset Price Deflation," NBER Working Papers 6238, National Bureau of Economic Research, Inc.
  54. Kang, Jun-Koo & Shivdasani, Anil, 1997. "Corporate restructuring during performance declines in Japan," Journal of Financial Economics, Elsevier, vol. 46(1), pages 29-65, October.
  55. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research.
  56. Lynn Elaine Browne, 2001. "Does Japan offer any lessons for the United States?," New England Economic Review, Federal Reserve Bank of Boston, pages 3-18.
  57. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department.
  58. Anthony J. Richards, 1991. "The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?," RBA Research Discussion Papers rdp9107, Reserve Bank of Australia.
  59. Alpanda, Sami, 2007. "The Boom-Bust Cycle in Japanese Asset Prices," MPRA Paper 5895, University Library of Munich, Germany.
  60. Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki, 1995. "Production-based asset pricing in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 217-240, July.
  61. Keating, Elizabeth K. & Lys, Thomas Z. & Magee, Robert P., 2003. "Internet downturn: finding valuation factors in Spring 2000," Journal of Accounting and Economics, Elsevier, vol. 34(1-3), pages 189-236, January.
  62. Linda L. Tesar & Ingrid M. Werner, 1992. "Home Bias and the High Turnover," NBER Working Papers 4218, National Bureau of Economic Research, Inc.
  63. Sami Alpanda, 2012. "Taxation, collateral use of land, and Japanese asset prices," Empirical Economics, Springer, vol. 43(2), pages 819-850, October.
  64. Neal Maroney & Atsuyuki Naka, 2006. "Diversification Benefits of Japanese Real Estate Over the Last Four Decades," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 259-274, November.
  65. Heitor Almeida & Sang Yong Park & Marti Subrahmanyam & Daniel Wolfenzon, 2009. "The Structure and Formation of Business Groups: Evidence from Korean Chaebols," NBER Working Papers 14983, National Bureau of Economic Research, Inc.
  66. Osano, Hiroshi, 1996. "Intercorporate shareholdings and corporate control in the Japanese firm," Journal of Banking & Finance, Elsevier, vol. 20(6), pages 1047-1068, July.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.