1. The evolution of Japanese keiretsu networks: A review and text network analysis of their perceptions in economics. (2022). Tomeczek, Artur F.
   In: Japan and the World Economy.
   RePEc:eee:japwor:v:62:y:2022:i:c:s0922142522000184.

   Full description at Econpapers || Download paper

2. Corporate Governance, Employment, and Financial Performance of Japanese firms: A cross-country analysis. (2018). Takuji, Saito ; Kotaro, Inoue ; Yasuhiro, Arikawa.
   In: Discussion papers.
   RePEc:eti:dpaper:18084.

   Full description at Econpapers || Download paper

1. Aoki, M. ; Patrick, H. ; Sheard, P. The Japanese main bank system: an introductory review. 1994 En : Aoki, M. ; Patric, H. The Japanese Main Bank System—Its Relevance for Developing and Transforming Economies. Oxford University Press: New York
   Paper not yet in RePEc: Add citation now
   
2. Asano, Y. The Stock Market from an Investor's Viewpoint. 1996 Chuo Koron-Sha: Tokyo
   Paper not yet in RePEc: Add citation now
   

3. Barberis, N. ; Shleifer, A. Style investing. 2003 Journal of Financial Economics. 68 161-199

4. Bennet, J.A. ; Sias, R.W. ; Starks, L.T. Greener pastures and the impact of dynamic institutional preferences. 2003 Review of Financial Studies. 16 1203-1238
   Paper not yet in RePEc: Add citation now
   

5. Brown, S.J. ; Goetzmann, W.N. ; Hiraki, T. ; Otsuki, T. ; Shiraishi, N. The Japanese open-end fund puzzle. 2001 Journal of Business. 74 59-77

6. Brown, S.J. ; Goetzmann, W.N. ; Hiraki, T. ; Shiraishi, N. An analysis of the relative performance of Japanese and foreign money management, Yale School ICF and NYU Stern School Working Paper. 2003 :

7. Cai, J. ; Chan, K.C. ; Yamada, T. The performance of Japanese mutual funds. 1997 Review of Financial Studies. 10 237-274

8. Choe, H. ; Kho, B. ; Stulz, R.M. Do foreign investors destabilize stock markets? The Korean experience in 1997. 1999 Journal of Financial Economics. 54 227-264

9. Coval, J.D. ; Moskowitz, T.J. Home bias at home: local equity preference in domestic portfolios. 1999 Journal of Finance. 54 2045-2073

10. Dahlquist, M. ; Pinkowitz, L. ; Stulz, R.M. ; Williamson, R. Corporate governance and the home bias. 2003 Journal of Financial and Quantitative Analysis. 38 87-110

11. Dahlquist, M. ; Robertson, G. Direct foreign ownership, institutional investors, and firm characteristics. 2001 Journal of Financial Economics. 59 413-440
    Paper not yet in RePEc: Add citation now
    

12. Del Guercio, D. The distorting effect of the prudent-man laws on institutional equity investments. 1996 Journal of Financial Economics. 40 31-62

13. Falkenstein, E.G. Performance for stock characteristics as revealed by mutual fund portfolio holdings. 1996 Journal of Finance. 51 111-136

14. Froot, K.A. ; O'Connell, P.G.J. ; Seasholes, M.S. The portfolio flows of international investors. 2001 Journal of Financial Economics. 59 151-194

15. Gompers, P.A. ; Metrick, A. Institutional investors and equity prices. 2001 Quarterly Journal of Economics. 229-259

16. Grinblatt, M. ; Keloharju, M. How distance, language, and cultural influence stockholdings and trades. 2001 Journal of Finance. 56 1053-1074

17. Heath, C. ; Tversky, A. Preference and belief: ambiguity and competence in choice under uncertainty. 1991 Journal of Risk and Uncertainty. 4 5-28

18. Hiraki, T. ; Inoue, H. ; Ito, A. ; Kuroki, F. ; Masuda, H. Corporate governance and firm value in Japan: evidence from 1985 to 1998. 2003 Pacific-Basin Finance Journal. 11 239-265

19. Hiraki, T. ; Ito, A. ; Kuroki, F. Investor familiarity and home bias: Japanese evidence. 2004 Asia-Pacific Capital Markets. 10 281-300
    Paper not yet in RePEc: Add citation now
    

20. Hong, H. ; Kubik, J.D. ; Stein, J.C. Thy neighbor's portfolio: world-of-mouth effects in the holdings and trades of money managers. 2005 Journal of Finance. 60 2801-2824

21. Hoshi, T. ; Kashyap, A. Corporate Financing and Governance in Japan. 2001 MIT Press: London
    Paper not yet in RePEc: Add citation now
    

22. Huberman, G. Familiarity breeds investment. 2001 Review of Financial Studies. 14 659-680

23. Iihara, Y. ; Kato, H.K. ; Tokunaga, T. Investor herding on the Tokyo Stock Exchange. 2001 International Review of Finance. 2 71-98

24. Jacobson, R. ; Aaker, D. Myopic management behavior with efficient, but imperfect, financial markets. 1993 Journal of Accounting and Economics. 16 383-405
    Paper not yet in RePEc: Add citation now
    

25. Kamesaka, A.M. ; Nofsinger, J.R. ; Kawakita, H. Investment patterns and performance of investor groups in Japan. 2003 Pacific-Basin Finance Journal. 10 1-22

26. Kang, J.-K. ; Shivdasani, A. Alternative mechanisms for corporate governance in Japan: an analysis of independent and bank-affiliated firms. 1999 Pacific-Basin Finance Journal. 7 1-22

27. Kang, J.-K. ; Stulz, R. Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan. 1997 Journal of Financial Economics. 46 3-28

28. Karolyi, G.A. Did the Asian financial crisis scare foreign investors out of Japan?. 2002 Pacific-Basin Finance Journal. 10 411-442

29. Kim, B. ; Lee, I. Agency problems and performance of Korean companies during the Asian financial crisis: chaebol vs. non-chaebol firms. 2003 Pacific-Basin Finance Journal. 11 327-348

30. Kim, K.A. ; Nofsinger, J.R. Institutional herding, business groups, and economic regimes: evidence From Japan. 2005 Journal of Business. 78 213-242

31. Lakonishok, J. ; Shleifer, A. ; Thaler, R. ; Vishny, R.W. Window dressing by pension fund managers. 1991 American Economic Review. 81 227-231

32. Morck, R. ; Nakamura, M. ; Shivdasani, A. Banks, ownership structure, and firm value in Japan. 2000 Journal of Business. 73 539-567

33. Prowse, S. Institutional investment patterns and corporate financial behavior in the United States and Japan. 1990 Journal of Financial Economics. 27 43-66

34. Prowse, S. The structure of corporate ownership in Japan. 1992 Journal of Finance. 47 1121-1140

35. Shiller, R.J. ; Kon-ya, F. ; Tsutsui, Y. Why did the Nikkei crash? Expanding the scope of expectations data collection. 1996 Review of Economics and Statistics. 63 156-164

36. Sias, R.W. ; Starks, L.T. ; Titman, S. Changes in institutional ownership and stock returns: assessment and methodology. 2006 Journal of Business. 79 2864-2910

37. Weinstein, D.E. ; Yafeh, Y. On the costs of a bank-centered financial system: Evidence from the changing main bank relations in Japan. 1998 Journal of Finance. 53 635-672

38. White, H. A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. 1980 Econometrica. 48 635-762

1. Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:374.

   Full description at Econpapers || Download paper

2. Style investing and firm innovation. (2017). Kullu, Melih A ; Sayili, Koray ; Yilmaz, Gokhan ; Dyer, Douglas.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:32:y:2017:i:c:p:17-29.

   Full description at Econpapers || Download paper

3. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:73481.

   Full description at Econpapers || Download paper

4. Excess Volatility: Beyond Discount Rates. (2016). Giglio, Stefano ; Kelly, Bryan.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22045.

   Full description at Econpapers || Download paper

5. Beauty is in the bid of the beholder: An empirical basis for style. (2016). Goetzmann, William ; Jones, Peter W ; Maggioni, Mauro ; Walden, Johan.
   In: Research in Economics.
   RePEc:eee:reecon:v:70:y:2016:i:3:p:388-402.

   Full description at Econpapers || Download paper

6. Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

   Full description at Econpapers || Download paper

7. Institutional investments in pure play stocks and implications for hedging decisions. (2016). Schrand, Catherine ; Minton, Bernadette A.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

   Full description at Econpapers || Download paper

8. Optimal Time Series Momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
   In: Research Paper Series.
   RePEc:uts:rpaper:353.

   Full description at Econpapers || Download paper

9. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Das, Prashant ; Freybote, Julia.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

   Full description at Econpapers || Download paper

10. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

    Full description at Econpapers || Download paper

11. On the determinants of pairs trading profitability. (2015). Weber, Martin ; Jacobs, Heiko.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:75-97.

    Full description at Econpapers || Download paper

12. Competition of socially responsible and conventional mutual funds and its impact on fund performance. (2014). Kim, Tong Suk ; Park, Raphael Jonghyeon ; In, Francis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:160-176.

    Full description at Econpapers || Download paper

13. Style chasing by hedge fund investors. (2014). Salganik-Shoshan, Galla ; Horst, Jenke Ter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:29-42.

    Full description at Econpapers || Download paper

14. Dynamic expectation formation in the foreign exchange market. (2013). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:75-97.

    Full description at Econpapers || Download paper

15. Innovative efficiency and stock returns. (2013). li, dongmei ; HSU, Po-Hsuan ; Hirshleifer, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:632-654.

    Full description at Econpapers || Download paper

16. Capacity constraints, investor information, and hedge fund returns. (2013). Ramadorai, Tarun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:401-416.

    Full description at Econpapers || Download paper

17. Idiosyncratic volatility and the pricing of poorly-diversified portfolios. (2013). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:78-85.

    Full description at Econpapers || Download paper

18. Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9619.

    Full description at Econpapers || Download paper

19. Forecasting the performance of hedge fund styles. (2012). Sanso-Navarro, Marcos ; Olmo, Jose.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

    Full description at Econpapers || Download paper

20. Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ho, Po-Hsin ; Chou, Pin-Huang ; Ko, Kuan-Cheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370.

    Full description at Econpapers || Download paper

21. Government intervention and institutional trading strategy : Evidence from a transition country. (2012). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_009.

    Full description at Econpapers || Download paper

22. Modeling Style Rotation: Switching and Re-Switching. (2012). Satchell, S. E. ; Golosov, Edward .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1203.

    Full description at Econpapers || Download paper

23. Perceived Versus Actual Susceptibility to Normative Influence in the Presence of Defaulting Landlords. (2011). Seiler, Michael ; Harrison, David M..
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:v:3:y:2011:i:2:p:55-77.

    Full description at Econpapers || Download paper

24. Stock price fragility. (2011). thesmar, david ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490.

    Full description at Econpapers || Download paper

25. Risk adjustment and momentum sources. (2011). Wu, Yangru ; Wang, Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1427-1435.

    Full description at Econpapers || Download paper

26. Country funds and the role of international equity flows in pricing and in premiums and discounts. (2010). Tsai, Pei-Jung.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:43-70.

    Full description at Econpapers || Download paper

27. Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:89.

    Full description at Econpapers || Download paper

28. Risk Aversion and Clientele Effects. (2009). Goetzmann, William ; Blackburn, Douglas W. ; Ukhov, Andrey D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15333.

    Full description at Econpapers || Download paper

29. The Alchemy of CDO Credit Ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14878.

    Full description at Econpapers || Download paper

30. Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: Center for Globalization and Europeanization of the Economy (CeGE) Discussion Papers.
    RePEc:got:cegedp:89.

    Full description at Econpapers || Download paper

31. The alchemy of CDO credit ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:5:p:617-634.

    Full description at Econpapers || Download paper

32. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91.

    Full description at Econpapers || Download paper

33. Coordinated investing with feedback and learning. (2008). Goldbaum, David.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:65:y:2008:i:2:p:202-223.

    Full description at Econpapers || Download paper

34. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:690.

    Full description at Econpapers || Download paper

35. On Russell index reconstitution. (2006). Chen, Hsiu-Lang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:4:p:409-430.

    Full description at Econpapers || Download paper

36. Up Close and Personal: Investor Sophistication and the Disposition Effect. (2006). zhu, ning ; Dhar, Ravi.
    In: Management Science.
    RePEc:inm:ormnsc:v:52:y:2006:i:5:p:726-740.

    Full description at Econpapers || Download paper

37. The Role of Agribusiness Assets in Investment Portfolios. (2006). Johnson, Michael ; O'Connor, Ian ; Malcolm, Bill.
    In: Australasian Agribusiness Review.
    RePEc:ags:auagre:126096.

    Full description at Econpapers || Download paper

38. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:6.

    Full description at Econpapers || Download paper

39. Comovement. (2005). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Scholarly Articles.
    RePEc:hrv:faseco:27867240.

    Full description at Econpapers || Download paper

40. Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. (2005). Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:3:p:607-649.

    Full description at Econpapers || Download paper

41. Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM. (2005). Adrian, Tobias ; Franzoni, Francesco.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0828.

    Full description at Econpapers || Download paper

42. Correlated Trading and Returns. (2005). Sengmueller, Paul .
    In: Working Papers.
    RePEc:dnb:dnbwpp:072.

    Full description at Econpapers || Download paper

43. Beauty is in the Bid of the Beholder: An Empirical Basis for Style. (2004). Goetzmann, William ; Jones, Peter ; Maggioni, Mauro ; Walden, Johan.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2626.

    Full description at Econpapers || Download paper

44. Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants. (2004). Stein, Jeremy ; Aghion, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10999.

    Full description at Econpapers || Download paper

45. Comovement and FTSE 100 Index Changes. (2004). Kougoulis, Periklis ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:11.

    Full description at Econpapers || Download paper

46. Style effects in the cross-section of stock returns. (2004). Woo, Sung-Jun ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:2:p:367-398.

    Full description at Econpapers || Download paper

47. Style momentum within the S&P-500 index. (2004). de Bondt, Werner ; Chen, Hsiu-Lang.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:4:p:483-507.

    Full description at Econpapers || Download paper

48. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

    Full description at Econpapers || Download paper

49. Comovement as an Investment Tool. (2003). Cornell, Brad.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3tn7511m.

    Full description at Econpapers || Download paper

50. Comovement. (2002). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Harvard Institute of Economic Research Working Papers.
    RePEc:fth:harver:1953.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 19:20:54 || Missing content? Let us know