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 0 310 0 4 14 777
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 1 108
A behavioral model of bubbles and crashes 0 0 1 32 0 0 5 106
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 0 27 0 0 0 107
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 0 0 0 98
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 0 0 2 407
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 0 349
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 0 271 0 1 4 633
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 37 1 1 4 139
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 1 8 0 0 3 31
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 0 2 550
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 1 1 1 361 1 1 5 989
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 1 242 1 2 8 706
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 0 1 108
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 1 1 1 111
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 0 0 0 822
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 0 0 7 389
Inflation and deflation in stock markets 0 0 1 22 0 0 1 103
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 1 34 0 0 1 159
Market Bubbles and Chrashes 0 0 1 58 0 0 2 192
Market bubbles and crashes 0 0 1 154 0 1 10 471
Modeling of Stock Returns and Trading Volume 0 0 1 46 0 0 3 66
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 0 0 0 71
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 0 1 593
Power law for ensembles of stock prices 0 0 0 27 0 0 0 97
Power law for the calm-time interval of price changes 0 0 0 12 0 0 0 105
Power laws and market crashes 0 0 0 27 0 0 0 63
Re-examination of the size distribution of firms 0 0 0 18 0 0 0 110
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 0 0 87
Root Causes of The Housing Bubble 0 1 5 170 0 1 11 354
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 0 8 0 0 0 58
Scaling behavior in land markets 0 0 0 15 0 0 1 71
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 2 126 0 0 2 431
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 1 46 0 1 2 201
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 1 23 0 0 1 138
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 0 53 0 0 1 50
Stock volatility in the periods of booms and stagnations 0 0 0 77 0 0 1 117
Stock volatility in the periods of booms and stagnations 0 0 0 31 0 0 0 99
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 1 1 3 39
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 0 0 58 0 0 2 170
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 1 77 0 0 1 170
Toward Economics as a New Complex System 0 0 0 33 0 0 0 24
Volatility return intervals analysis of the Japanese market 0 0 1 19 0 0 1 88
Waiting times between orders and trades in double-auction markets 0 0 0 17 0 0 1 86
Zipf's law for share price and company fundamentals 0 0 2 8 0 0 3 84
Total Working Papers 1 2 24 2,900 5 14 105 11,197

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 1 6 0 0 1 30
A model of international financial crises 0 0 0 8 0 0 0 38
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 1 1 2 22
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 2 15 1 1 6 56
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 1 1 6 0 1 2 33
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 1 6 39 0 2 16 122
Correlation in business networks 0 0 0 5 0 0 0 31
Correlation patterns of NIKKEI index constituents 0 0 1 7 0 0 4 53
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 3 5 16 0 3 11 60
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 1 2 0 0 1 17
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 0 9
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 0 103 0 0 1 315
Group dynamics of the Japanese market 0 0 0 1 0 0 0 18
Growth and fluctuations of personal income 0 0 0 11 0 0 6 70
Increasing market efficiency in the stock markets 0 0 0 3 0 0 0 42
Increasing market efficiency in the stock markets 0 0 0 4 0 0 0 33
Inflation and deflation in financial markets 0 0 2 4 0 0 2 24
Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates 0 1 3 22 0 4 12 89
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 0 1 2 102
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 0 0 0 66
Power law for ensembles of stock prices 0 0 0 2 0 0 1 34
Power law for the calm-time interval of price changes 0 0 0 0 1 1 1 34
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 1 4 0 0 1 17
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 0 1 10 0 0 2 43
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 0 0 16
Scaling behavior in land markets 0 0 0 5 0 0 1 28
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 1 1 40 0 1 3 129
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 0 0 0 0 0 17
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 0 0 1 21
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 15 1 1 3 76
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 0 26 0 1 1 127
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 7 25 403 4 17 80 1,914

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Statistics updated 2023-05-07