13
H index
17
i10 index
532
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Anomalous diffusion and long-range memory in the scaled voter model. (2023). Kononovicius, Aleksejus ; Kazakevivcius, Rytis. In: Papers. RePEc:arx:papers:2301.08088. Full description at Econpapers || Download paper |
| 2023 | A parsimonious inverse Cox-Ingersoll-Ross process for financial price modeling. (2023). Sornette, Didier ; Lin, LI. In: Papers. RePEc:arx:papers:2302.11423. Full description at Econpapers || Download paper |
| 2023 | On the Connection between Temperature and Volatility in Ideal Agent Systems. (2023). Stiebel, John H ; Hoffmann, Ingo ; Borner, Christoph J. In: Papers. RePEc:arx:papers:2303.15164. Full description at Econpapers || Download paper |
| 2023 | From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033. Full description at Econpapers || Download paper |
| 2023 | Is housing price distribution across cities, scale invariant? Fractal distribution of settlements house prices as signature of self-organized complexity. (2023). D'Acci, Luca S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006677. Full description at Econpapers || Download paper |
| 2023 | Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868. Full description at Econpapers || Download paper |
| 2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper |
| 2024 | Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528. Full description at Econpapers || Download paper |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
| 2024 | Put–call parity in a crypto option market — Evidence from Binance. (2024). Varadi, Kata ; Kralik, Balazs ; Felfoldi-Szcs, Nora. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461. Full description at Econpapers || Download paper |
| 2023 | The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947. Full description at Econpapers || Download paper |
| 2023 | Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers || Download paper |
| 2023 | A Tree Augmented Naïve Bayes-based methodology for classifying cryptocurrency trends. (2023). Simsek, Serhat ; Asilkalkan, Abdullah ; Dag, Asli Z ; Delen, Dursun. In: Journal of Business Research. RePEc:eee:jbrese:v:156:y:2023:i:c:s0148296322009870. Full description at Econpapers || Download paper |
| 2023 | Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers || Download paper |
| 2023 | Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140. Full description at Econpapers || Download paper |
| 2023 | Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191. Full description at Econpapers || Download paper |
| 2023 | Statistical inference for mixed jump processes by Markov switching model with application to identify seismicity levels. (2023). Wang, Xiangjun ; Dai, Min ; Zhang, Zhikun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s0378437123008464. Full description at Econpapers || Download paper |
| 2023 | Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China. (2023). Mo, Bin ; Li, Zhenghui ; Nie, HE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:46-57. Full description at Econpapers || Download paper |
| 2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper |
| 2023 | Price behavior of small-cap stocks and momentum: A study using principal component momentum. (2023). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300034x. Full description at Econpapers || Download paper |
| 2023 | The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation. (2023). Wang, Kun ; Wu, XU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122003007. Full description at Econpapers || Download paper |
| 2023 | Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711. Full description at Econpapers || Download paper |
| 2023 | On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects. (2023). Balcilar, Mehmet ; Ozdemir, Huseyin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:41-:d:1030297. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511. Full description at Econpapers || Download paper |
| 2023 | Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4. Full description at Econpapers || Download paper |
| 2023 | Financial price dynamics and phase transitions in the stock markets. (2023). Peng, Hongjuan ; Tang, Pan ; Zhuang, Yangyang ; Zhang, Ditian. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:3:d:10.1140_epjb_s10051-023-00501-6. Full description at Econpapers || Download paper |
| 2023 | Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19. (2023). Ho, Chi-Ming. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00403-z. Full description at Econpapers || Download paper |
| 2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. 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 | 1 |
| 2018 | ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING In: CBU International Conference Proceedings. [Full Text][Citation analysis] | article | 2 |
| 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 nother 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 nother 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 nother 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 nother 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 | 9 |
| 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 | 13 |
| 2000 | Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity In: Papers. [Full Text][Citation analysis] | paper | 52 |
| 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 nother version. Agregated cites: 52 | 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 | 52 |
| 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 nother version. Agregated cites: 52 | article | |
| 2002 | Growth and Fluctuations of Personal Income In: Papers. [Full Text][Citation analysis] | paper | 42 |
| 2003 | Growth and fluctuations of personal income.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | 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 | 10 |
| 2003 | Scaling behavior in land markets.(2003) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 nother 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 nother 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 | 18 |
| 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 | 7 |
| 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 nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 0 | article | |
| 2006 | Waiting times between orders and trades in double-auction markets In: Papers. [Full Text][Citation analysis] | paper | 24 |
| 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 nother version. Agregated cites: 24 | 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 | 15 |
| 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 nother version. Agregated cites: 15 | 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 | 61 |
| 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 nother version. Agregated cites: 61 | 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 | 13 |
| 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 nother 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 | 4 |
| 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 | 41 |
| 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 nother 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 nother 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 nother 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 | 1 |
| 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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