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 4 8 18 810
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 2 7 13 67
A Precursor of Market Crashes 0 0 0 24 2 5 11 121
A behavioral model of bubbles and crashes 0 0 0 33 1 2 16 130
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 2 30 0 0 7 116
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 3 8 16 115
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 4 5 11 418
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 22 2 3 3 95
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 1 2 4 355
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 1 274 4 8 32 671
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 1 1 10 63
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 40 3 3 11 156
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 2 2 10 75
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 2 15 5 20 46 90
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 4 8 14 567
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 7 12 17 1,011
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 5 9 17 738
Full characterization of the fractional Poisson process 0 0 0 19 5 6 13 93
Group dynamics of the Japanese market 0 0 0 16 1 3 13 147
Grouping in the stock markets of Japan and Korea 0 0 0 5 0 0 4 38
Growth and Fluctuations of Personal Income 0 0 0 20 0 3 8 122
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 4 8 17 844
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 2 5 13 404
Inflation and deflation in stock markets 0 0 0 23 1 1 4 110
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 1 35 1 1 7 170
Market Bubbles and Chrashes 1 2 2 62 1 3 15 217
Market bubbles and crashes 0 0 1 156 1 2 9 493
Modeling of Stock Returns and Trading Volume 0 0 0 46 1 1 5 71
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 3 6 11 85
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 2 5 12 606
Power law for ensembles of stock prices 0 0 0 28 0 1 10 112
Power law for the calm-time interval of price changes 0 0 0 12 1 1 6 113
Power laws and market crashes 0 1 1 28 1 3 15 81
Re-examination of the size distribution of firms 0 0 0 18 1 3 6 118
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 1 1 6 93
Root Causes of The Housing Bubble 0 0 1 177 4 10 17 386
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 3 3 10 69
Scaling behavior in land markets 0 0 0 15 1 1 5 77
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 0 128 0 0 4 440
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 2 3 13 216
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 3 3 7 148
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 2 57 1 3 26 80
Stock volatility in the periods of booms and stagnations 0 0 1 78 0 0 12 131
Stock volatility in the periods of booms and stagnations 0 0 0 31 1 3 9 110
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 1 1 16 4 10 20 64
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 1 3 61 3 6 15 190
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 4 4 10 107
The market efficiency in the stock markets 0 0 0 77 1 2 6 178
Toward Economics as a New Complex System 0 0 0 33 2 2 7 33
Volatility return intervals analysis of the Japanese market 0 0 0 19 1 5 6 97
Waiting times between orders and trades in double-auction markets 0 0 0 18 1 2 17 106
Zipf's law for share price and company fundamentals 0 0 1 10 1 5 17 106
Total Working Papers 1 6 20 2,956 108 218 631 12,053

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 1 1 8 40
A model of international financial crises 0 0 0 8 1 1 7 46
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 1 5 20 45
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 1 1 17 2 7 18 79
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 3 6 10 46
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 0 2 46 2 2 13 154
Correlation in business networks 0 0 0 5 1 1 8 39
Correlation patterns of NIKKEI index constituents 0 0 0 8 2 4 10 67
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 19 5 7 12 79
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 2 2 6 25
Editorial 0 0 0 4 1 3 8 39
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 2 2 7 17
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 3 10 27 351
Group dynamics of the Japanese market 0 0 0 1 2 4 16 35
Growth and fluctuations of personal income 0 0 0 13 4 4 10 89
Increasing market efficiency in the stock markets 0 0 0 4 1 1 9 54
Increasing market efficiency in the stock markets 0 0 0 4 1 1 5 39
Inflation and deflation in financial markets 0 0 0 4 2 5 8 34
Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates 0 1 1 24 3 13 29 129
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 2 7 16 119
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 2 5 10 77
Power law for ensembles of stock prices 0 0 0 2 3 3 14 50
Power law for the calm-time interval of price changes 0 0 0 0 5 7 15 53
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 1 2 8 25
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 0 1 14 4 11 25 80
Regional business cycle synchronization through expectations 0 0 0 5 3 5 13 44
Response of firm agent network to exogenous shock 0 0 0 1 0 0 6 23
Scaling behavior in land markets 0 0 0 5 1 1 7 39
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 2 2 8 23
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 0 1 45 0 0 7 149
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 2 4 4 6 19 43
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 2 6 11 34
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 4 9 18 100
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 1 28 3 5 9 138
Temporal evolution into a more efficient stock market 0 0 0 2 0 2 5 22
Volatility return intervals analysis of the Japanese market 0 0 0 3 1 4 12 30
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 0 10 41
Total Journal Articles 0 3 11 441 76 154 444 2,497

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Statistics updated 2026-05-06