Concepedia

Yasushi Hamao

YH

Statistics

Publications

34

Citations

4.4K

H-Index

25

Active since

1988

Affiliations

University of Southern California(Current)

City University of Hong Kong

National Bureau of Economic Research

Columbia University

New York University

Yasushi Hamao is an author at University of Southern California specializing in finance, business, and international finance.

Top concepts

BusinessFinanceGlobal FinanceFinancial EconomicsEconomicsAsset PricingEmpirical FinanceMarket MicrostructureAccountingManagement

Publications per year

1988–2017

34

Publications

34

Fundamentals and Stock Returns in Japan

Louis K.C. Chan, Yasushi Hamao, Josef Lakonishok · The Journal of Finance · 1991 · 1.3K citations · Full text

Empirical Finance, Financial Data, International Finance +18

Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration

John Y. Campbell, Yasushi Hamao · The Journal of Finance · 1992 · 522 citations · Full text

Empirical Finance, United States, Time Series Econometrics +18

Fundamentals and Stock Returns in Japan

Louis K.C. Chan, Yasushi Hamao, Josef Lakonishok · The Journal of Finance · 1991 · 356 citations

Empirical Finance, Financial Economics, Asset Pricing +13

Correlations in Price Changes and Volatility across International Stock Markets

Yasushi Hamao, Ronald W. Masulis, Victor Ng · Review of Financial Studies · 1990 · 318 citations

Economics, Volatility Modeling, Financial Economics +11

An empirical examination of the Arbitrage Pricing Theory

Yasushi Hamao · Japan and the World Economy · 1988 · 279 citations

Empirical Finance, Economics, Financial Economics +5

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