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 1 5 19 811
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 0 4 13 67
A Precursor of Market Crashes 0 0 0 24 1 5 12 122
A behavioral model of bubbles and crashes 0 0 0 33 0 1 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 1 4 17 116
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 0 4 10 418
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 22 0 2 3 95
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 0 1 4 355
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 1 274 1 5 33 672
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 1 2 10 64
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 40 0 3 11 156
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 0 2 10 75
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 2 15 2 16 47 92
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 7 14 567
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 0 11 16 1,011
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 11 16 28 749
Full characterization of the fractional Poisson process 0 0 0 19 0 5 13 93
Group dynamics of the Japanese market 0 0 0 16 0 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 1 2 9 123
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 0 6 17 844
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 0 2 13 404
Inflation and deflation in stock markets 0 0 0 23 0 1 4 110
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 1 35 0 1 7 170
Market Bubbles and Chrashes 0 1 2 62 1 3 16 218
Market bubbles and crashes 2 2 3 158 2 3 11 495
Modeling of Stock Returns and Trading Volume 0 0 0 46 1 2 6 72
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 4 7 15 89
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 2 11 606
Power law for ensembles of stock prices 0 0 0 28 0 0 10 112
Power law for the calm-time interval of price changes 0 0 0 12 0 1 6 113
Power laws and market crashes 0 0 1 28 0 2 15 81
Re-examination of the size distribution of firms 0 0 0 18 0 2 6 118
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 1 6 93
Root Causes of The Housing Bubble 0 0 1 177 0 5 17 386
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 0 3 10 69
Scaling behavior in land markets 0 0 0 15 0 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 0 3 13 216
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 1 4 8 149
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 2 57 1 3 27 81
Stock volatility in the periods of booms and stagnations 0 0 0 31 0 1 9 110
Stock volatility in the periods of booms and stagnations 0 0 1 78 0 0 11 131
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 1 1 16 1 6 21 65
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 1 3 61 1 6 16 191
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 1 5 11 108
The market efficiency in the stock markets 0 0 0 77 1 2 7 179
Toward Economics as a New Complex System 0 0 0 33 0 2 7 33
Volatility return intervals analysis of the Japanese market 0 0 0 19 0 5 6 97
Waiting times between orders and trades in double-auction markets 0 0 0 18 0 1 16 106
Zipf's law for share price and company fundamentals 0 0 1 10 0 3 17 106
Total Working Papers 2 6 22 2,958 33 181 657 12,086

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 1 1 1 7 2 3 10 42
A model of international financial crises 0 0 0 8 0 1 7 46
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 8 9 28 53
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 1 2 2 18 1 6 18 80
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 0 6 10 46
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 0 2 46 2 4 15 156
Correlation in business networks 0 0 0 5 0 1 8 39
Correlation patterns of NIKKEI index constituents 0 0 0 8 4 8 14 71
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 19 3 9 14 82
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 0 2 6 25
Editorial 0 0 0 4 0 2 8 39
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 0 2 7 17
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 4 8 31 355
Group dynamics of the Japanese market 0 0 0 1 0 2 16 35
Growth and fluctuations of personal income 0 0 0 13 1 5 11 90
Increasing market efficiency in the stock markets 0 0 0 4 0 1 5 39
Increasing market efficiency in the stock markets 0 0 0 4 0 1 9 54
Inflation and deflation in financial markets 0 0 0 4 0 2 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 0 1 24 2 12 30 131
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 0 4 16 119
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 0 2 10 77
Power law for ensembles of stock prices 0 0 0 2 0 3 14 50
Power law for the calm-time interval of price changes 0 0 0 0 1 6 16 54
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 0 1 8 25
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 1 1 2 15 1 9 26 81
Regional business cycle synchronization through expectations 0 0 0 5 2 7 15 46
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 2 3 9 41
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 0 2 8 23
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 0 1 45 4 4 10 153
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 1 2 3 5 1 6 20 44
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 0 4 11 34
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 0 5 18 100
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 1 28 0 3 9 138
Temporal evolution into a more efficient stock market 0 0 0 2 1 1 5 23
Volatility return intervals analysis of the Japanese market 0 0 0 3 0 2 12 30
Waiting times between orders and trades in double-auction markets 0 0 0 3 1 1 11 42
Total Journal Articles 4 6 14 445 40 147 479 2,537

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Statistics updated 2026-06-04