Masahiro Watanabe
Contact
Associate Professor, Alberta School of Business - Department of Finance
- masa@ualberta.ca
- Phone
- (780) 492-7343
- Address
-
3-30J Business Building
11203 Saskatchewan Drive NWEdmonton ABT6G 2R6
Overview
Research
Research Interests
My research interests include asset pricing and market microstructure, both theoretical and empirical. You can see download statistics about my research papers at my SSRN author home page.
Teaching
Teaching Interests
- International Finance
Courses
FIN 442 - International Financial Markets
An overview of the international financial environment and the financial function in the multinational corporation. Its purpose is to provide decision-making skills in international money and capital markets. Prerequisite: FIN 301.
FIN 644 - International Finance
The objective of this course is to acquaint students with macro and micro aspects of international finance. At the macro level coverage will include theories of direct investment, the international monetary mechanism, foreign exchange markets, and repercussions from balance of payments difficulties. Micro level materials will include problems of doing business internationally and a survey of public and private foreign and international finance institutions. The final part of the course will review Canada's role in international business. Prerequisite: FIN 501 or 503.
Scholarly Activities
Research - Publications
"Strategic Disclosure and Stock Returns: Theory and Evidence from U.S. Cross-listing," (with Shingo Goto and Yan Xu), Review of Financial Studies, 2009, 22 (4), 1585-1620. Technical Appendix
2007 FMA Best Paper Award in Financial Institutions
"Time-Varying Liquidity Risk and the Cross Section of Stock Returns" (with Akiko Watanabe), Review of Financial Studies, 2008, 21 (6), 2449-2486.
First place, 2006 Turnaround Management Association Paper Competition
Featured Publications
Masahiro Watanabe
Review of Financial Studies. 2014 January;
Masahiro Watanabe, Takato Hiraki, Akiko Watanabe
2012 January;
Masahiro Watanabe, William N. Goetzmann, Akiko Watanabe
2010 January;
Masahiro Watanabe, Jacob Sagi, Matthew Spiegel
2009 January;
Masahiro Watanabe, Evgeny Lyandres
2009 January;
Masahiro Watanabe, Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi
NBER #9470, Yale ICF Working Paper No. 02-09. 2005 January;
Masahiro Watanabe, Zhiwu Chen, Werner Stanzl
Yale ICF Working Paper No. 00-66. 2005 January;
Masahiro Watanabe
Journal of Finance. 63(1)