Risk Consistency and Professional Fund Managers’ Investment Behavior: Questionnaire-based Analysis on Japanese Market*

Masayuki Susai (Nagasaki University)
Hiroshi Moriyasu (Nagasaki University)

References

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Misumi, T., Shumway, T., Takahashi, H., 2006, Are Japanese individual investors subject to the behavioral disposition effect?, The 5th behavioral economics workshop, Aoyama Gakuin University..

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Suto, M., Menkhoff, L., Beckmann, D., 2005, Behavioral biases of institutional investors under pressure from customers: Japan and Germany vs the US, Waseda University Institute of Finance Working Paper Series WIF-05-006.

Suto, M., Toshino, M., 2005, Behavioral biases of Japanese institutional investors: fund management and corporate governance, Corporate Governance: An International Review 13, 466-477.

Toshino, M, Suto, M., 2004, Cognitive biases of Japanese institutional investors: Consistency with behavioral finance, Waseda University Institute of Finance Working Paper Series WIF-04-005.

Toshino, M., 2006, Fund manager consciousness survey -preliminary results- (written in Japanese) mimeo

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Empirical Study on Asian Financial Markets

Edited by Masayuki Susai Hiromasa Okada

本書は、2006年12月に長崎大学において開催された国際カンファレンス等で報告された東アジアの金融市場を対象とした金融および会計学における実証研究の成果をまとめたものである。