We thank the Issue Editor, Sheridan Titman, Chu Zhang (discussant and referee), Sudipto Dasgupta (the editor) and other participants at the International Review of Finance Conference on Japanese Financial Markets in Tokyo and the 2013 Nippon Finance Association Conference for their helpful comments. Iwasawa acknowledges financial support from Japan Society of Promotion of Science (JSPS KAKENHI Grant Number 25380412).
The Beta Anomaly in the Japanese Equity Market and Investor Behavior†
Article first published online: 20 MAR 2014
© 2014 International Review of Finance Ltd. 2014
International Review of Finance
Special Issue: Japanese Financial Markets: Corporate Finance, Institutions, and Investments
Volume 14, Issue 1, pages 53–73, March 2014
How to Cite
Iwasawa, S. and Uchiyama, T. (2014), The Beta Anomaly in the Japanese Equity Market and Investor Behavior. International Review of Finance, 14: 53–73. doi: 10.1111/irfi.12023
- Issue published online: 20 MAR 2014
- Article first published online: 20 MAR 2014
- Japan Society of Promotion of Science. Grant Number: 25380412
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