Concepedia

Masahiro Watanabe

MW

Statistics

Publications

9

Citations

588

H-Index

9

Active since

2002

Affiliations

University of Alberta(Current)

International University of Japan

National Bureau of Economic Research

New York University

University of Hong Kong

Masahiro Watanabe is an author at University of Alberta specializing in asset pricing, business, and volatility modeling.

Top concepts

Publications per year

2002–2012

9

Publications

9

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

Akiko Watanabe, Masahiro Watanabe · Review of Financial Studies · 2007 · 222 citations

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Stephen J. Brown, William N. Goetzmann, Takato Hiraki et al. · SSRN Electronic Journal · 2002 · 90 citations · Full text

Time-Varying Liquidity Risk and the Cross Section of Stock Returns

Akiko Watanabe, Masahiro Watanabe · SSRN Electronic Journal · 2007 · 76 citations · Full text

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Stephen Brown, William Goetzmann, Takato Hiraki et al. · 2003 · 66 citations · Full text

Price Impact Costs and the Limit of Arbitrage

Zhiwu Chen, Werner Stanzl, Masahiro Watanabe · SSRN Electronic Journal · 2002 · 57 citations · Full text

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