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 2 314 0 0 4 789
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 0 0 0 54
A Precursor of Market Crashes 0 0 0 24 0 0 0 110
A behavioral model of bubbles and crashes 0 0 1 33 0 0 2 112
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 1 28 0 0 2 109
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 0 1 1 99
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 0 0 0 407
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 1 351
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 1 272 0 0 4 638
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 0 0 0 52
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 2 39 0 0 4 143
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 0 0 0 64
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 3 13 0 1 6 43
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 0 0 553
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 1 3 993
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 1 243 0 2 11 720
Full characterization of the fractional Poisson process 0 0 0 19 0 0 0 80
Group dynamics of the Japanese market 0 0 0 16 0 2 11 134
Grouping in the stock markets of Japan and Korea 0 0 0 5 0 0 0 33
Growth and Fluctuations of Personal Income 0 0 0 20 0 2 3 114
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 1 2 3 827
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 1 1 2 391
Inflation and deflation in stock markets 0 0 0 22 1 1 1 105
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 0 34 2 3 3 162
Market Bubbles and Chrashes 0 0 1 60 0 0 2 198
Market bubbles and crashes 0 0 0 155 2 3 6 481
Modeling of Stock Returns and Trading Volume 0 0 0 46 0 0 0 66
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 1 1 1 72
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 1 1 594
Power law for ensembles of stock prices 0 0 1 28 0 0 3 101
Power law for the calm-time interval of price changes 0 0 0 12 0 0 1 106
Power laws and market crashes 0 0 0 27 1 1 3 66
Re-examination of the size distribution of firms 0 0 0 18 0 0 2 112
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 0 0 87
Root Causes of The Housing Bubble 0 0 3 175 1 1 7 367
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 0 8 0 1 1 59
Scaling behavior in land markets 0 0 0 15 0 0 1 72
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 1 128 1 1 3 436
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 0 0 0 202
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 1 24 0 0 1 140
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 2 55 0 2 4 54
Stock volatility in the periods of booms and stagnations 0 0 0 77 0 0 1 118
Stock volatility in the periods of booms and stagnations 0 0 0 31 1 2 2 101
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 0 0 1 44
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 0 0 58 1 1 1 174
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 0 0 0 95
The market efficiency in the stock markets 0 0 0 77 0 0 1 171
Toward Economics as a New Complex System 0 0 0 33 0 0 0 26
Volatility return intervals analysis of the Japanese market 0 0 0 19 1 2 2 90
Waiting times between orders and trades in double-auction markets 0 0 1 18 1 1 2 88
Zipf's law for share price and company fundamentals 0 0 0 9 0 1 2 89
Total Working Papers 0 1 21 2,932 15 34 109 11,384

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 0 0 2 32
A model of international financial crises 0 0 0 8 1 1 1 39
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 0 0 0 25
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 1 16 0 0 3 60
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 0 0 3 36
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 1 1 44 1 2 7 140
Correlation in business networks 0 0 0 5 0 0 0 31
Correlation patterns of NIKKEI index constituents 0 0 0 8 0 0 2 56
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 2 18 0 0 6 66
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 0 0 1 19
Editorial 0 0 0 4 0 0 0 31
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 0 0 1 10
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 105 0 0 3 323
Group dynamics of the Japanese market 0 0 0 1 0 0 0 19
Growth and fluctuations of personal income 0 0 1 13 1 1 4 79
Increasing market efficiency in the stock markets 0 0 1 4 0 0 3 45
Increasing market efficiency in the stock markets 0 0 0 4 1 1 1 34
Inflation and deflation in financial markets 0 0 0 4 0 0 0 25
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 0 0 5 99
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 0 0 1 103
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 0 0 1 67
Power law for ensembles of stock prices 0 0 0 2 0 0 2 36
Power law for the calm-time interval of price changes 0 0 0 0 0 0 2 37
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 0 0 0 17
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 0 0 13 0 0 3 54
Regional business cycle synchronization through expectations 0 0 0 5 0 0 0 31
Response of firm agent network to exogenous shock 0 0 0 1 0 1 1 17
Scaling behavior in land markets 0 0 0 5 0 0 1 30
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 0 0 0 15
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 0 2 44 1 2 9 142
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 2 2 0 1 3 20
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 0 0 1 22
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 0 0 2 81
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 1 27 0 0 2 129
Temporal evolution into a more efficient stock market 0 0 0 2 0 0 0 17
Volatility return intervals analysis of the Japanese market 0 0 0 3 0 0 0 17
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 0 0 31
Total Journal Articles 0 1 12 430 5 9 70 2,035

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Statistics updated 2025-03-03