AKIKO YAMANE

Last Updated :2023/01/20

Affiliations, Positions
Graduate School of Humanities and Social Sciences, Associate Professor
E-mail
yamaneakhiroshima-u.ac.jp
Self-introduction
My research interests are in the areas of theoretical and empirical asset pricing.

Basic Information

Academic Degrees

  • Doctor of Economics, Osaka University
  • Master of Economics, Osaka University

Educational Activity

  • [Bachelor Degree Program] School of Economics : Economics : Economic Analysis
  • [Bachelor Degree Program] School of Economics : Economics : Economics and Management
  • [Master's Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program
  • [Doctoral Program] Graduate School of Humanities and Social Sciences : Division of Humanities and Social Sciences : Economics Program

Research Fields

  • Social sciences;Economics;Money / Finance

Research Keywords

  • asset pricing

Educational Activity

Course in Charge

  1. 2022, Liberal Arts Education Program1, Second Semester, Introduction to Economics
  2. 2022, Undergraduate Education, 2Term, Financial Economics 3
  3. 2022, Undergraduate Education, Year, Seminar
  4. 2022, Undergraduate Education, Year, Bachelor's Thesis
  5. 2022, Graduate Education (Master's Program) , Second Semester, Cross-disciplinary Collaboration Project
  6. 2022, Graduate Education (Master's Program) , 1Term, Research Method and Ethics for Humanities and Social Sciences (Japanese Class)
  7. 2022, Graduate Education (Master's Program) , Second Semester, Topics in Financial Markets
  8. 2022, Graduate Education (Master's Program) , Academic Year, Special Topics
  9. 2022, Graduate Education (Master's Program) , Academic Year, Special Topics
  10. 2022, Graduate Education (Master's Program) , First Semester, Special Seminar on Economics Program I
  11. 2022, Graduate Education (Master's Program) , Second Semester, Special Seminar on Economics Program

Research Activities

Academic Papers

  1. The value effect: consumption-based capital asset pricing model (CCAPM) and implied equity duration, Security analysts journal, 48(12), 39-46, 201012
  2. Value premium and implied equity duration in the Japanese stock market, Journal of International Financial Markets, Institutions & Money, 39, 102-121, 201511
  3. An Empirical Study on Consumption Based Asset Pricing Models with Habit Formation: An Application to Value Effects, 3-23, 200909
  4. Cash flow beta and value premium, NFA Annual Conference 2014 Proceedings, 201405

Invited Lecture, Oral Presentation, Poster Presentation

  1. Cash flow beta and value premium, Akiko Yamane, Yuichi Fukuta, NFA Annual Conference 2014, 2014/05/31, Without Invitation, Japanese
  2. Value Premium and Implied Equity Duration in the Japanese Stock Market, Akiko Yamane, Yuichi Fukuta, NFA Annual Conference 2010, 2010/05/22, Without Invitation, Japanese

External Funds

Acceptance Results of Competitive Funds

  1. KAKENHI(Grant-in-Aid for Scientific Research (C)), 2020, 2022
  2. KAKENHI, 2012, 2014
  3. KAKENHI, The value premium in the Japanese stock market : an empirical analysis, 2010, 2011

Social Activities

Organizing Academic Conferences, etc.

  1. Nippon Finance Association The 3rd Fall Conference, program committee, 2021/11
  2. Nippon Finance Association The 1st Fall Conference, program committee, 2019/11
  3. The 30th Asian Finance Association Annual Meeting, Review Committee, 2018/06

History as Peer Reviews of Academic Papers

  1. 2022, Japan and the World Economy, Others, Reviewer, 1
  2. 2022, Journal of Strategic Monagement Studies, Others, Reviewer, 1
  3. 2022, International Review of Economics and Finance, Others, reviewer, 1
  4. 2019, Asia-Pacific Financial Markets, Others, reviewer, 1
  5. 2018, Gendai Finance, Others, Reviewer, 1