Access Statistics for Taisei Kaizoji

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Behavioral Model of Bubbles and Crashes 0 0 0 314 1 3 6 795
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 1 3 3 57
A Precursor of Market Crashes 0 0 0 24 1 2 2 112
A behavioral model of bubbles and crashes 0 0 0 33 2 6 9 121
A mechanism leading bubbles to crashes: the case of Japan's land markets 1 1 2 30 1 2 3 112
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 0 0 1 99
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 0 1 3 410
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 22 0 0 0 92
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 0 0 0 351
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 1 273 2 4 5 643
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 1 3 5 57
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 40 0 5 7 150
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 1 3 4 68
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 1 1 14 3 5 13 55
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 1 2 555
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 0 3 995
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 2 2 5 723
Full characterization of the fractional Poisson process 0 0 0 19 1 1 1 81
Group dynamics of the Japanese market 0 0 0 16 2 6 8 140
Grouping in the stock markets of Japan and Korea 0 0 0 5 0 1 2 35
Growth and Fluctuations of Personal Income 0 0 0 20 0 2 5 117
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 0 0 2 827
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 1 1 2 392
Inflation and deflation in stock markets 0 0 1 23 0 0 2 106
Intermittent chaos in a model of financial markets with heterogeneous agents 1 1 1 35 1 3 7 166
Market Bubbles and Chrashes 0 0 0 60 0 2 6 204
Market bubbles and crashes 0 0 1 156 2 2 9 487
Modeling of Stock Returns and Trading Volume 0 0 0 46 1 1 1 67
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 1 2 5 76
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 2 2 4 597
Power law for ensembles of stock prices 0 0 0 28 1 5 8 109
Power law for the calm-time interval of price changes 0 0 0 12 1 2 4 110
Power laws and market crashes 0 0 0 27 1 1 2 67
Re-examination of the size distribution of firms 0 0 0 18 0 0 1 113
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 2 3 3 90
Root Causes of The Housing Bubble 0 1 2 177 0 1 5 371
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 0 0 2 60
Scaling behavior in land markets 0 0 0 15 3 4 4 76
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 0 128 0 1 2 437
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 0 0 2 204
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 1 1 2 142
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 2 56 0 0 3 55
Stock volatility in the periods of booms and stagnations 0 0 1 78 1 3 6 124
Stock volatility in the periods of booms and stagnations 0 0 0 31 0 0 2 101
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 0 0 3 47
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 1 1 1 59 2 2 5 178
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 1 2 4 99
The market efficiency in the stock markets 0 0 0 77 0 1 2 173
Toward Economics as a New Complex System 0 0 0 33 1 1 1 27
Volatility return intervals analysis of the Japanese market 0 0 0 19 0 0 3 91
Waiting times between orders and trades in double-auction markets 0 0 0 18 2 4 8 95
Zipf's law for share price and company fundamentals 0 0 1 10 0 3 5 93
Total Working Papers 3 5 16 2,947 42 97 202 11,552

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mechanism leading from bubbles to crashes: the case of Japan's land market 0 0 0 6 2 3 3 35
A model of international financial crises 0 0 0 8 0 1 2 40
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 2 5 5 30
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 0 16 2 5 9 69
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 0 1 2 38
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 1 2 45 2 5 9 147
Correlation in business networks 0 0 0 5 1 2 2 33
Correlation patterns of NIKKEI index constituents 0 0 0 8 1 3 4 60
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 19 0 2 4 70
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 1 3 4 23
Editorial 0 0 0 4 1 1 1 32
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 0 2 2 12
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 0 105 2 3 5 328
Group dynamics of the Japanese market 0 0 0 1 1 2 4 23
Growth and fluctuations of personal income 0 0 0 13 0 4 5 83
Increasing market efficiency in the stock markets 0 0 0 4 0 0 0 45
Increasing market efficiency in the stock markets 0 0 0 4 0 0 1 34
Inflation and deflation in financial markets 0 0 0 4 0 0 2 27
Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates 0 0 0 23 4 6 8 107
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 1 3 4 107
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 0 0 1 68
Power law for ensembles of stock prices 0 0 0 2 2 2 2 38
Power law for the calm-time interval of price changes 0 0 0 0 0 1 3 40
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 0 1 1 18
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 0 0 13 1 2 8 62
Regional business cycle synchronization through expectations 0 0 0 5 0 2 3 34
Response of firm agent network to exogenous shock 0 0 0 1 0 2 3 19
Scaling behavior in land markets 0 0 0 5 0 0 2 32
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 2 3 3 18
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 0 0 44 0 0 5 145
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 0 2 5 6 14 33
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 0 0 1 23
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 2 3 5 86
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 0 27 0 0 0 129
Temporal evolution into a more efficient stock market 0 0 0 2 0 0 2 19
Volatility return intervals analysis of the Japanese market 0 0 0 3 0 0 1 18
Waiting times between orders and trades in double-auction markets 0 0 0 3 2 2 3 34
Total Journal Articles 0 1 3 432 34 75 133 2,159

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Statistics updated 2025-12-06