Investor sentiment in Japanese and US daily mutual fund flows
We find evidence that is consistent with the hypothesis that daily mutual fund flows may be
instruments for investor sentiment about the stock market. We use this finding to construct a …
instruments for investor sentiment about the stock market. We use this finding to construct a …
The Japanese open-end fund puzzle
…, WN Goetzmann, T Hiraki, T Otsuki, N Shiraishi - 1998 - nber.org
Recent empirical evidence has suggested that the Japanese mutual fund industry has"
underperformed dramatically over the past two decades. Conjectured reasons for" …
underperformed dramatically over the past two decades. Conjectured reasons for" …
An analysis of the relative performance of Japanese and foreign money management
…, WN Goetzmann, T Hiraki, N Shiraishi - Pacific-Basin Finance …, 2003 - Elsevier
The increased market share of foreign investment trusts in Japan may be attributed to the
fact that Japanese managers have dramatically underperformed benchmarks. Recently, we …
fact that Japanese managers have dramatically underperformed benchmarks. Recently, we …
A Note on the Term Structure of Implied Volatilities for the Yen/US Dollar Currency Option
N Takezawa, N Shiraishi - Asia-Pacific Financial Markets, 1998 - Springer
This paper tests the relationship between short dated and long dated implied volatilities
obtained from Tokyo market currency option prices by employing three different volatility models: …
obtained from Tokyo market currency option prices by employing three different volatility models: …
The Open-End Japanese Mutual Fund Puzzle
…, T Hiraki, T Otsuki, N Shiraishi - Available at SSRN …, 1997 - papers.ssrn.com
Recent empirical evidence has suggested that the Japanese mutual fund industry has
underperformed dramatically in the past two decades. Conjectured reasons for under …
underperformed dramatically in the past two decades. Conjectured reasons for under …
[PDF][PDF] NYUf Stern
…, WN Goetzmann, T Hiraki, T Otsuki, N Shiraishi - 1998 - w4.stern.nyu.edu
Recent empirical evidence has suggested that the Japanese mutual fund industry has
underperformed dramatically over the past two decades. Conjectured reasons for …
underperformed dramatically over the past two decades. Conjectured reasons for …
[CITATION][C] Cointegration, common factors, and the term structure of Yen offshore interest rates
T Hiraki, N Shiraishi, N Takezawa - The Journal of Fixed Income, 1996 - cir.nii.ac.jp
… Noriyoshi Shiraishi …
An Analysis of the Relative Performance of Japanese and Foreign Money Management
… In a recent paper (Brown, Goetzmann, Hiraki, Otsuki and Shiraishi 2001) we show that
the underperformance can be attributed almost entirely to the unique tax environment of …
the underperformance can be attributed almost entirely to the unique tax environment of …
[CITATION][C] Interactive Procedure for Selecting Multicriteria lnventory Policies
N Shiraishi - Bulletin of the Graduate School of International …, 1985
[CITATION][C] The efficiency of US and Japanese stock markets
T Otsuki, N SHIRAISHI - Beyond trade friction: Japan-US …, 1989 - Cambridge Univ Pr