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 7 8 13 802
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 3 4 6 60
A Precursor of Market Crashes 0 0 0 24 3 5 6 116
A behavioral model of bubbles and crashes 0 0 0 33 3 9 16 128
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 1 2 30 3 5 7 116
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 7 8 8 107
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 3 3 6 413
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 2 2 353
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 1 2 274 11 22 25 663
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 4 6 10 62
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 40 2 3 10 153
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 3 6 9 73
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 1 1 2 15 8 18 27 70
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 2 4 6 559
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 2 4 6 999
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 4 8 9 729
Full characterization of the fractional Poisson process 0 0 0 19 5 7 7 87
Group dynamics of the Japanese market 0 0 0 16 3 6 10 144
Grouping in the stock markets of Japan and Korea 0 0 0 5 2 3 5 38
Growth and Fluctuations of Personal Income 0 0 0 20 1 2 5 119
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 8 9 10 836
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 6 8 9 399
Inflation and deflation in stock markets 0 0 1 23 2 3 5 109
Intermittent chaos in a model of financial markets with heterogeneous agents 0 1 1 35 3 4 9 169
Market Bubbles and Chrashes 0 0 0 60 5 10 16 214
Market bubbles and crashes 0 0 1 156 2 6 12 491
Modeling of Stock Returns and Trading Volume 0 0 0 46 3 4 4 70
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 2 4 8 79
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 3 6 7 601
Power law for ensembles of stock prices 0 0 0 28 1 3 10 111
Power law for the calm-time interval of price changes 0 0 0 12 0 3 6 112
Power laws and market crashes 0 0 0 27 6 12 13 78
Re-examination of the size distribution of firms 0 0 0 18 1 2 3 115
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 2 4 5 92
Root Causes of The Housing Bubble 0 0 2 177 4 5 10 376
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 4 6 7 66
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 0 3 5 440
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 8 9 11 213
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 1 4 5 145
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 1 56 17 22 23 77
Stock volatility in the periods of booms and stagnations 0 0 0 31 4 6 7 107
Stock volatility in the periods of booms and stagnations 0 0 1 78 5 8 13 131
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 3 7 10 54
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 2 2 60 5 8 11 184
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 2 5 8 103
The market efficiency in the stock markets 0 0 0 77 3 3 5 176
Toward Economics as a New Complex System 0 0 0 33 2 5 5 31
Volatility return intervals analysis of the Japanese market 0 0 0 19 1 1 3 92
Waiting times between orders and trades in double-auction markets 0 0 0 18 6 11 17 104
Zipf's law for share price and company fundamentals 0 0 1 10 2 8 12 101
Total Working Papers 1 6 18 2,950 188 325 466 11,835

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 6 7 39
A model of international financial crises 0 0 0 8 5 5 7 45
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 9 12 15 40
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 0 16 0 5 12 72
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 2 2 4 40
Bitcoin and investor sentiment: Statistical characteristics and predictability 1 1 2 46 4 7 13 152
Correlation in business networks 0 0 0 5 5 6 7 38
Correlation patterns of NIKKEI index constituents 0 0 0 8 1 4 7 63
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 19 2 2 6 72
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 0 1 4 23
Editorial 0 0 0 4 2 5 5 36
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 2 3 5 15
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 1 1 106 10 15 18 341
Group dynamics of the Japanese market 0 0 0 1 7 9 12 31
Growth and fluctuations of personal income 0 0 0 13 1 2 7 85
Increasing market efficiency in the stock markets 0 0 0 4 7 8 8 53
Increasing market efficiency in the stock markets 0 0 0 4 4 4 5 38
Inflation and deflation in financial markets 0 0 0 4 2 2 4 29
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 5 13 17 116
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 4 6 9 112
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 3 4 5 72
Power law for ensembles of stock prices 0 0 0 2 6 11 11 47
Power law for the calm-time interval of price changes 0 0 0 0 6 6 9 46
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 5 5 6 23
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 1 1 14 3 8 15 69
Regional business cycle synchronization through expectations 0 0 0 5 1 5 8 39
Response of firm agent network to exogenous shock 0 0 0 1 4 4 6 23
Scaling behavior in land markets 0 0 0 5 5 6 8 38
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 0 5 6 21
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 1 1 45 2 4 8 149
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 1 1 1 3 3 9 17 37
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 5 5 6 28
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 1 7 10 91
Symbolic analysis of indicator time series by quantitative sequence alignment 1 1 1 28 4 4 4 133
Temporal evolution into a more efficient stock market 0 0 0 2 1 1 3 20
Volatility return intervals analysis of the Japanese market 0 0 0 3 6 8 9 26
Waiting times between orders and trades in double-auction markets 0 0 0 3 7 9 10 41
Total Journal Articles 3 6 8 438 136 218 313 2,343

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Statistics updated 2026-02-12