Masahiro Watanabe

About

Associate professor of finance at the Alberta School of Business with research specializations in theoretical and empirical asset pricing. Previously served as the board member of the Nippon/Japan Finance Association.

Education

• Yale University, Management with Financial Economics Specialization: Ph.D. 2003, M. Phil. 2001, M.A. 2001 
• University of Chicago, Analytic Finance and Econometrics: MBA 1996
• University of Tokyo, Electronic Engineering: B. Eng. 1991

Research

• Asset pricing
• Market microstructure

Teaching

• Advanced Seminar in Finance I (Ph.D.)
• International Finance (MBA)
• International Financial Markets (Undergraduate)

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.

Browse more courses taught by Masahiro Watanabe

"Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry," Journal of Finance, 2008, 63(1), 229-272. 

"Time-Varying Liquidity Risk and the Cross Section of Stock Returns" with Akiko Watanabe, Review of Financial Studies, 2008, 21(6), 2449-2486. First Prize, Call for Paper Competition on Liquidity and Corporate Renewal, Turnaround Management Association 2006 Global Education Symposium.

"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. Best Paper Award in Financial Institutions, Financial Management Association 2007 Meetings.