12
H index
14
i10 index
483
Citations
Taisei Kaizoji : Citation Profile
International Christian University (50% share) | RESEARCH PRODUCTION: 37 Articles 52 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1994 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Taisei Kaizoji. | Is cited by:
| Cites to:
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Main data
Where Taisei Kaizoji has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 22 |
| The European Physical Journal B: Condensed Matter and Complex Systems | 4 |
| Journal of Economic Behavior & Organization | 3 |
| CBU International Conference Proceedings | 2 |
Recent works citing Taisei Kaizoji (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951. Full description at Econpapers || Download paper |
| 2021 | An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870. Full description at Econpapers || Download paper |
| 2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper |
| 2021 | Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey. (2021). Yuksel, Yusuf ; Ozyigit, Mehmet ; Afcsar, Kerim Eser ; Akinci, Umit. In: Papers. RePEc:arx:papers:2106.02546. Full description at Econpapers || Download paper |
| 2021 | Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659. Full description at Econpapers || Download paper |
| 2021 | Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824. Full description at Econpapers || Download paper |
| 2021 | A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon. (2021). Bornholdt, Stefan. In: Papers. RePEc:arx:papers:2112.06290. Full description at Econpapers || Download paper |
| 2022 | The component-wise egalitarian Myerson value for Network Games. (2022). Kakoty, Niharika ; Goala, Sujata ; Borkotokey, Surajit ; Boruah, Parishmita. In: Papers. RePEc:arx:papers:2201.02793. Full description at Econpapers || Download paper |
| 2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper |
| 2022 | DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks. (2022). Dyoub, Abeer ; de Gasperis, Giovanni ; della Penna, Giuseppe ; Letteri, Ivan. In: Papers. RePEc:arx:papers:2210.11532. Full description at Econpapers || Download paper |
| 2022 | Liquidity based modeling of asset price bubbles via random matching. (2022). Oberpriller, Katharina ; Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2210.13804. Full description at Econpapers || Download paper |
| 2022 | Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176. Full description at Econpapers || Download paper |
| 2022 | Did cryptocurrencies exhibit log?periodic power law signature during the second wave of COVID?19?. (2022). Papathanasiou, Spyros ; Ghosh, Bikramaditya ; Pergeris, Georgios. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:3:n:e12207. Full description at Econpapers || Download paper |
| 2021 | Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660. Full description at Econpapers || Download paper |
| 2021 | Pricing of financial derivatives based on the Tsallis statistical theory. (2021). Pan, Jian ; Zhao, Pan ; Zhang, Jinbo ; Yue, Qin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308559. Full description at Econpapers || Download paper |
| 2021 | Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence. (2021). Scalas, Enrico ; Livan, Giacomo ; Kaizoji, Taisei ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302394. Full description at Econpapers || Download paper |
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper |
| 2022 | Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171. Full description at Econpapers || Download paper |
| 2022 | Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x. Full description at Econpapers || Download paper |
| 2022 | Cryptocurrency returns under empirical asset pricing. (2022). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001776. Full description at Econpapers || Download paper |
| 2022 | Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535. Full description at Econpapers || Download paper |
| 2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper |
| 2022 | Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach. (2022). JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:294-306. Full description at Econpapers || Download paper |
| 2021 | Attention-return relation in the gold market and market states. (2021). de Castro, Jessica ; Piccoli, Pedro. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003421. Full description at Econpapers || Download paper |
| 2022 | Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020. (2022). Kane, Stephen ; Burns, Christopher B. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200054x. Full description at Econpapers || Download paper |
| 2022 | The influence of mobile trading on return dispersion and herding behavior. (2022). Wu, Chongfeng ; Diao, Xundi ; Li, Zhuolei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000622. Full description at Econpapers || Download paper |
| 2021 | Measuring income inequality: A robust semi-parametric approach. (2021). Hussain, Saiful Izzuan ; Ibrahim, Kamarulzaman ; Masseran, Nurulkamal ; Mohd, Muhammad Aslam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307159. Full description at Econpapers || Download paper |
| 2021 | The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). di Matteo, T ; Magafas, L ; Brandi, Giuseppe ; Antoniades, I P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591. Full description at Econpapers || Download paper |
| 2021 | Asymmetric efficiency of cryptocurrencies during COVID19. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Peng, Zhe ; Bouri, Elie ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308608. Full description at Econpapers || Download paper |
| 2021 | Information flow between bitcoin and other financial assets. (2021). Yang, Jae-Suk ; Jang, Kwahngsoo ; Park, Sang Jin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x. Full description at Econpapers || Download paper |
| 2021 | Construction of minimum spanning trees from financial returns using rank correlation. (2021). Niranjan, Mahesan ; Millington, Tristan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309031. Full description at Econpapers || Download paper |
| 2021 | The acceleration effect and Gamma factor in asset pricing. (2021). Sornette, Didier ; Forro, Zalan ; Ardila-Alvarez, Diego. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437120307196. Full description at Econpapers || Download paper |
| 2021 | Student’s t mixture models for stock indices. A comparative study. (2021). Ramos, Arturo ; Massing, Till. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004167. Full description at Econpapers || Download paper |
| 2022 | Censored expectation maximization algorithm for mixtures: Application to intertrade waiting times. (2022). Thomas, Anthony W ; Kizilersu, Ayse ; Kreer, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121007299. Full description at Econpapers || Download paper |
| 2022 | A three-state opinion formation model for financial markets. (2022). Stanley, Eugene H ; Nelson, Kenric P ; Wang, Chao ; Zubillaga, Bernardo J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008001. Full description at Econpapers || Download paper |
| 2022 | A q-spin Potts model of markets: Gain–loss asymmetry in stock indices as an emergent phenomenon. (2022). Bornholdt, Stefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008384. Full description at Econpapers || Download paper |
| 2022 | Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model. (2022). Zhang, Junhuan ; Lu, Yunfan ; Zheng, Zhiyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000528. Full description at Econpapers || Download paper |
| 2022 | Power law dynamics in genealogical graphs. (2022). Do, Jose Claudio ; Bezerra, Francisco Leonardo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001789. Full description at Econpapers || Download paper |
| 2021 | When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73. Full description at Econpapers || Download paper |
| 2021 | Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499. Full description at Econpapers || Download paper |
| 2021 | Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Hussain, Syed Jawad ; Mbarki, Imen ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514. Full description at Econpapers || Download paper |
| 2022 | A cryptocurrency empirical study focused on evaluating their distribution functions. (2022). Muela, Sonia Benito ; Arguedas-Sanz, Raquel ; Lopez-Martin, Carmen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:387-407. Full description at Econpapers || Download paper |
| 2021 | Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market. (2021). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000258. Full description at Econpapers || Download paper |
| 2021 | Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Sahut, Jean Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004704. Full description at Econpapers || Download paper |
| 2021 | Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework. (2021). Khan, Muhammed Asif ; Hkiri, Besma ; Alnemer, Hashem A. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:275-:d:577199. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2022 | Disposition Effect and its outcome on endogenous price fluctuations. (2022). Tramontana, Fabio ; Cafferata, Alessia. In: MPRA Paper. RePEc:pra:mprapa:113904. Full description at Econpapers || Download paper |
| 2021 | Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave. (2021). Kyriazis, Ikolaos A. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:133-146. Full description at Econpapers || Download paper |
| 2021 | Multivariate Distribution in the Stock Markets of Brazil, Russia, India, and China. (2021). Bautista, Ramona Serrano ; Nez, Jos Antonio ; Mata, Leovardo Mata. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211009509. Full description at Econpapers || Download paper |
| 2021 | Detecting bubbles in Bitcoin price dynamics via market exuberance. (2021). Figà -Talamanca, Gianna ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03321-z. Full description at Econpapers || Download paper |
| 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper |
| 2021 | Blockchain and cryptocurrencies: economic and financial research. (2021). Cretarola, Alessandra ; Grunspan, Cyril ; Figa-Talamanca, Gianna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00366-3. Full description at Econpapers || Download paper |
| 2021 | Why does production function take the Cobb–Douglas form?. (2021). Fujimoto, Shouji ; Ishikawa, Atushi ; Mizuno, Takayuki. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:18:y:2021:i:1:d:10.1007_s40844-020-00180-3. Full description at Econpapers || Download paper |
| 2021 | The time-varying causal relationship between the Bitcoin market and internet attention. (2021). Wang, Shouyang ; Tao, Rui ; Lu, Fengbin ; Zhang, Xun. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00275-9. Full description at Econpapers || Download paper |
| 2021 | An empirical behavioral order-driven model with price limit rules. (2021). Zhang, Wei ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4. Full description at Econpapers || Download paper |
| 2022 | Agent-based model generating stylized facts of fixed income markets. (2022). Sornette, Didier ; Westphal, Rebecca ; Kopp, Antoine. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:4:d:10.1007_s11403-022-00355-8. Full description at Econpapers || Download paper |
| 2022 | Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. (2022). Sahiner, Mehmet. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:10:d:10.1007_s43546-022-00329-9. Full description at Econpapers || Download paper |
| 2022 | Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3. Full description at Econpapers || Download paper |
| 2022 | Employee Number Dependence in Labor Productivity Distribution. (2022). Ishikawa, Atushi ; Mizuno, Takayuki ; Fujimoto, Shouji. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:16:y:2022:i:2:d:10.1007_s12626-022-00121-z. Full description at Econpapers || Download paper |
| 2022 | Copula-Based Synthetic Data Generation in Firm-Size Variables. (2022). Fujimoto, Shouji ; Ishikawa, Atushi ; Mizuno, Takayuki. In: The Review of Socionetwork Strategies. RePEc:spr:trosos:v:16:y:2022:i:2:d:10.1007_s12626-022-00128-6. Full description at Econpapers || Download paper |
| 2022 | Testing for the Long Memory and Multiple Structural Breaks in Consumer ETFs. (2022). , Chen. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_6. Full description at Econpapers || Download paper |
| 2022 | Time?frequency analysis of risk spillovers from oil to BRICS stock markets: A long?memory Copula?CoVaR?MODWT method. (2022). Wu, Lanxin ; Nie, HE ; Mu, Jinqi ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3386-3404. Full description at Econpapers || Download paper |
| 2021 | Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri. In: Economics Working Papers. RePEc:zbw:cauewp:202101. Full description at Econpapers || Download paper |
Taisei Kaizoji has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Taisei Kaizoji:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA In: CBU International Conference Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2018 | ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING In: CBU International Conference Proceedings. [Full Text][Citation analysis] | article | 1 |
| 2001 | On Dynamics in An Asset Pricing Model with Heterogeneous Expectations In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
| 2007 | Group dynamics of the Japanese market In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2008 | Group dynamics of the Japanese market.(2008) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2007 | Volatility return intervals analysis of the Japanese market In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Volatility return intervals analysis of the Japanese market.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Effect of changing data size on eigenvalues in the Korean and Japanese stock markets In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Effect of changing data size on eigenvalues in the Korean and Japanese stock markets.(2009) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | Market bubbles and crashes In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Market Bubbles and Chrashes.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Full characterization of the fractional Poisson process In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modeling of Stock Returns and Trading Volume In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Toward Economics as a New Complex System In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Zipfs law for share price and company fundamentals In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2000 | Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity In: Papers. [Full Text][Citation analysis] | paper | 48 |
| 2000 | Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity.(2000) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2002 | Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 51 |
| 2002 | Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents.(2002) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
| 2002 | Growth and Fluctuations of Personal Income In: Papers. [Full Text][Citation analysis] | paper | 41 |
| 2003 | Growth and fluctuations of personal income.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2006 | Scaling Law for the Distribution of Fluctuations of Share Volume In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Scaling behavior in land markets In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | Scaling behavior in land markets.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2006 | A mechanism leading bubbles to crashes: the case of Japans land markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Power law for ensembles of stock prices In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Power law for ensembles of stock prices.(2004) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2006 | Power law for the calm-time interval of price changes In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Power law for the calm-time interval of price changes.(2004) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2006 | Inflation and deflation in stock markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Speculative bubbles and fat tail phenomena in a heterogeneous agent model In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Intermittent chaos in a model of financial markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Precursor of Market Crashes In: Papers. [Full Text][Citation analysis] | paper | 16 |
| 2005 | Grouping in the stock markets of Japan and Korea In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Re-examination of the size distribution of firms In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2006 | An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2006 | Power laws and market crashes In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2006 | Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Response of Firm Agent Network to Exogenous Shock In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Response of firm agent network to exogenous shock.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2006 | Waiting times between orders and trades in double-auction markets In: Papers. [Full Text][Citation analysis] | paper | 23 |
| 2006 | Waiting times between orders and trades in double-auction markets.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2007 | The market efficiency in the stock markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders.(2015) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2008 | Symbolic analysis of indicator time series by quantitative sequence alignment In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2007 | Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 58 |
| 2006 | Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2019 | Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 1994 | Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
| 2010 | Multiple equilibria and chaos in a discrete tâtonnement process In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
| 2010 | Multiple equilibria and chaos in a discrete tâtonnement process.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | A model of international financial crises In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2004 | Inflation and deflation in financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2004 | A mechanism leading from bubbles to crashes: the case of Japans land market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2005 | Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | Correlation in business networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
| 2007 | Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2007 | Stylized facts in internal rates of return on stock index and its derivative transactions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2007 | Regional business cycle synchronization through expectations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2007 | Correlation patterns of NIKKEI index constituents In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2011 | Temporal evolution into a more efficient stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2019 | Bitcoin and investor sentiment: Statistical characteristics and predictability In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 25 |
| 2010 | Stock volatility in the periods of booms and stagnations In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stock volatility in the periods of booms and stagnations.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Root Causes of The Housing Bubble In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Behavioral Model of Bubbles and Crashes In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | A behavioral model of bubbles and crashes.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Carry Trade, Forward Premium Puzzle and Currency Crisis In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2000 | INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 0 |
| 2001 | Heterogeneous Interacting Agent Models and the Stylized Facts In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2001 | An Interacting-Agents Approach to International Financial Contagion In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
| 2004 | Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 3 |
| 2004 | Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 2006 | A precursor of market crashes: Empirical laws of Japans internet bubble In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 22 |
| 2008 | Increasing market efficiency in the stock markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 7 |
| 2008 | Increasing market efficiency in the stock markets.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | Editorial In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2019 | Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 5 |
| 2004 | Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
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