Hisashi Tanizaki : Citation Profile

Osaka University

7

H index

6

i10 index

174

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

RESEARCH ACTIVITY:

   35 years (1989 - 2024). See details.
   Cites by year: 4
   Journals where Hisashi Tanizaki has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 6 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta865
   Updated: 2026-01-10    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hisashi Tanizaki.

Is cited by:

Omori, Yasuhiro (6)

Fernandez-Villaverde, Jesus (5)

Rubio-Ramirez, Juan F (5)

González-Astudillo, Manuel (3)

Pérez Forero, Fernando (3)

Heiss, Florian (3)

van der Leij, Marco (3)

Canova, Fabio (3)

Liu, Xiaochun (2)

Polgreen, Linnea (2)

Bidarkota, Prasad (2)

Cites to:

Mariano, Roberto (11)

Geweke, John (8)

Rossi, Peter (7)

Geweke, John (6)

Ghysels, Eric (4)

Kohn, Robert (4)

Andrews, Donald (4)

Harvey, Andrew (4)

Moschini, GianCarlo (4)

Renault, Eric (4)

Urquhart, Andrew (4)

Main data

Where Hisashi Tanizaki has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis3
China Finance Review International2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics7

Recent works citing Hisashi Tanizaki (2025 and 2024)

YearTitle of citing document
2024Effects of Socio-Economic and Demographic Factors on Meat Consumption Pattern in Iran: A Demand System Approach. (2024). Shahnoushi, Naser ; Mohammadi, Hosein ; Saghaian, Sayed ; Alizadeh, Parisa. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348984.

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2024Managers, Boards, and the Principal-Agent Problem in Cooperatives: A Survey of Cooperative Managers in Texas. (2024). Park, John ; Hudson, Darren ; Seo, Frank ; Johnson, Phil ; McCallister, Donna. In: Journal of Cooperatives. RePEc:ags:jlcoop:348501.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2025Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2025Reducing the environmental impact of food consumption through fiscal policies: The case of Spain. (2025). Gutiérrez, María-José ; Orbe, Susan ; Inguanzo, Beln ; Gutirrez, Mara-Jos. In: Ecological Economics. RePEc:eee:ecolec:v:233:y:2025:i:c:s0921800925000795.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2025Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161.

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2024Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006506.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812.

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2025Ensemble Learning and an Adaptive Neuro-Fuzzy Inference System for Cryptocurrency Volatility Forecasting. (2025). , Henri ; Rakotomarolahy, Patrick ; Mba, Jules Clement ; Nadarajah, Saralees. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:52-:d:1575689.

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2024Bias Analysis and Correction in Weighted- L 1 Estimators for the First-Order Bifurcating Autoregressive Model. (2024). Mostafa, Sayed ; Elbayoumi, Tamer. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:4:p:76-1332:d:1510736.

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2025Bootstrap Methods for Correcting Bias in WLS Estimators of the First-Order Bifurcating Autoregressive Model. (2025). Elbayoumi, Tamer ; Aboalkhair, Ahmad ; Zayed, Mohammad ; Mostafa, Sayed ; Usman, Mutiyat. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:3:p:79-:d:1743511.

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2024Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility. (2024). Abdullah, Mohammad Nayeem ; Chowdhury, Emon Kalyan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10423-1.

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2025The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe. (2025). Brauneis, Alexander ; Mestel, Roland ; Theissen, Erik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01304-1.

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2024Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9.

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2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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2024A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye. (2024). Murat, Tolga ; Yuksel, Serhat ; Diner, Hasan ; Ecer, Fatih. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00543-w.

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2024Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5.

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2024Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers. (2024). Gabauer, David ; Darehshiri, Sahar ; Asl, Mahdi Ghaemi ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00636-0.

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2024Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China. (2024). Huang, Jian ; Xu, Kunpeng ; Zhang, Pengcheng ; Qi, Jiayin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00639-x.

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2025Advancing environmental, social, and governance disclosure in emerging economies: does regulatory environment and ownership structure matter?. (2025). Bawuah, Bernard ; Bayong, Desmond ; Amoah, Elizabeth. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:1:d:10.1007_s43546-024-00766-8.

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2024Exploring Calendar Effects in Bitcoin Returns: An Analysis of Market Efficiency. (2024). Liu, Chen-Han. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:4:f:14_4_3.

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2024Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach. (2024). Asta, Vasiliauskaite ; Tomas, Peciulis. In: Economics and Culture. RePEc:vrs:ecocul:v:21:y:2024:i:1:p:77-92:n:1006.

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Works by Hisashi Tanizaki:

YearTitleTypeCited
2008A Simple Gamma Random Number Generator for Arbitrary Shape Parameters In: Economics Bulletin.
[Full Text][Citation analysis]		article4
1997Nonlinear and nonnormal filters using Monte Carlo methods In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2000Bias correction of OLSE in the regression model with lagged dependent variables In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article7
2001Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article34
1989The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms In: Economics Letters.
[Full Text][Citation analysis]		article1
1998Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2019The day-of-the-week effect on Bitcoin return and volatility In: Research in International Business and Finance.
[Full Text][Citation analysis]		article33
2019Fat-tailed stochastic volatility model and the stock market returns in China In: China Finance Review International.
[Full Text][Citation analysis]		article1
2019On the day-of-the-week effects of Bitcoin markets: international evidence In: China Finance Review International.
[Full Text][Citation analysis]		article3
2023The response of gold to the COVID-19 pandemic In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
1994Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases Using Monte Carlo Integration. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article11
2021How did the Complementary Deposit Facility affect commercial bank fs demand for reserve? Empirical analysis using bank fs financial data In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2021Some issues related to the Japanese financial system raised by the amendment of Payment Act in 2020 In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2021A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2021A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2021A Study on the Level of Market Efficiency in five countries In: Discussion Papers in Economics and Business.
[Citation analysis]		paper0
2021A Study on the Level of Market Efficiency in Five Markets In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2022Volatility Analysis of Sustainability-Themed Japanese Equity Indices In: Discussion Papers in Economics and Business.
[Full Text][Citation analysis]		paper0
2001Nonlinear and Non-Gaussian State Space Modeling Using Sampling Techniques In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article3
2009Volatility transmission between Japan, UK and USA in daily stock returns In: Empirical Economics.
[Full Text][Citation analysis]		article15
2014On estimation of almost ideal demand system using moving blocks bootstrap and pairs bootstrap methods In: Empirical Economics.
[Full Text][Citation analysis]		article4
2022Intraday patterns of price clustering in Bitcoin In: Financial Innovation.
[Full Text][Citation analysis]		article12
2024Volatility and returns of ESG indices: evidence from Japan In: SN Business & Economics.
[Full Text][Citation analysis]		article1
2006On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods In: Statistical Papers.
[Full Text][Citation analysis]		article7
1997Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article7
1993Kalman Filter Model with Qualitative Dependent Variables. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article5

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