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 0 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 0 2 3 57
A Precursor of Market Crashes 0 0 0 24 1 3 3 113
A behavioral model of bubbles and crashes 0 0 0 33 4 9 13 125
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 1 2 30 1 2 4 113
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 1 1 2 100
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 1 1 1 352
Carry Trade, Forward Premium Puzzle and Currency Crisis 1 1 2 274 9 13 14 652
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 1 4 6 58
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 40 1 4 8 151
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 2 5 6 70
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 1 14 7 11 19 62
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 2 3 4 557
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 2 2 5 997
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 2 4 5 725
Full characterization of the fractional Poisson process 0 0 0 19 1 2 2 82
Group dynamics of the Japanese market 0 0 0 16 1 7 8 141
Grouping in the stock markets of Japan and Korea 0 0 0 5 1 2 3 36
Growth and Fluctuations of Personal Income 0 0 0 20 1 3 5 118
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 1 1 3 828
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 1 2 3 393
Inflation and deflation in stock markets 0 0 1 23 1 1 3 107
Intermittent chaos in a model of financial markets with heterogeneous agents 0 1 1 35 0 3 7 166
Market Bubbles and Chrashes 0 0 0 60 5 6 11 209
Market bubbles and crashes 0 0 1 156 2 4 11 489
Modeling of Stock Returns and Trading Volume 0 0 0 46 0 1 1 67
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 1 2 6 77
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 1 3 5 598
Power law for ensembles of stock prices 0 0 0 28 1 5 9 110
Power law for the calm-time interval of price changes 0 0 0 12 2 4 6 112
Power laws and market crashes 0 0 0 27 5 6 7 72
Re-examination of the size distribution of firms 0 0 0 18 1 1 2 114
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 3 3 90
Root Causes of The Housing Bubble 0 1 2 177 1 2 6 372
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 2 2 3 62
Scaling behavior in land markets 0 0 0 15 0 3 4 76
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 0 128 3 3 5 440
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 1 1 3 205
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 2 3 4 144
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 2 56 5 5 8 60
Stock volatility in the periods of booms and stagnations 0 0 1 78 2 5 8 126
Stock volatility in the periods of booms and stagnations 0 0 0 31 2 2 4 103
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 4 4 7 51
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 1 2 2 60 1 3 6 179
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 2 3 6 101
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 2 3 3 29
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 3 6 11 98
Zipf's law for share price and company fundamentals 0 0 1 10 6 7 11 99
Total Working Papers 2 6 18 2,949 95 177 291 11,647

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 4 5 37
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 1 6 6 31
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 0 16 3 7 12 72
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 1 5 10 148
Correlation in business networks 0 0 0 5 0 2 2 33
Correlation patterns of NIKKEI index constituents 0 0 0 8 2 5 6 62
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 0 2 4 23
Editorial 0 0 0 4 2 3 3 34
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 1 3 3 13
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 1 1 1 106 3 6 8 331
Group dynamics of the Japanese market 0 0 0 1 1 3 5 24
Growth and fluctuations of personal income 0 0 0 13 1 4 6 84
Increasing market efficiency in the stock markets 0 0 0 4 1 1 1 46
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 8 12 111
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 1 4 5 108
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 1 1 2 69
Power law for ensembles of stock prices 0 0 0 2 3 5 5 41
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 1 1 1 14 4 6 12 66
Regional business cycle synchronization through expectations 0 0 0 5 4 5 7 38
Response of firm agent network to exogenous shock 0 0 0 1 0 2 2 19
Scaling behavior in land markets 0 0 0 5 1 1 3 33
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 3 6 6 21
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 1 1 1 45 2 2 6 147
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 0 2 1 6 15 34
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 4 7 9 90
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 2 2 3 20
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 2 3 34
Total Journal Articles 3 4 6 435 48 114 179 2,207

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Statistics updated 2026-01-09