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 11 17 806
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 3 6 9 63
A Precursor of Market Crashes 0 0 0 24 1 5 7 117
A behavioral model of bubbles and crashes 0 0 0 33 1 8 17 129
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 2 30 0 4 7 116
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 5 13 13 112
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 1 4 7 414
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 22 1 1 1 93
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 1 3 3 354
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 1 2 274 4 24 29 667
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 0 5 10 62
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 40 0 3 10 153
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 0 5 9 73
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 1 2 15 6 21 33 76
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 1 5 7 560
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 1 5 7 1,000
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 4 10 13 733
Full characterization of the fractional Poisson process 0 0 0 19 1 7 8 88
Group dynamics of the Japanese market 0 0 0 16 0 4 10 144
Grouping in the stock markets of Japan and Korea 0 0 0 5 0 3 5 38
Growth and Fluctuations of Personal Income 0 0 0 20 2 4 7 121
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 2 11 11 838
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 3 10 11 402
Inflation and deflation in stock markets 0 0 1 23 0 3 4 109
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 1 35 0 3 7 169
Market Bubbles and Chrashes 1 1 1 61 1 11 17 215
Market bubbles and crashes 0 0 1 156 1 5 11 492
Modeling of Stock Returns and Trading Volume 0 0 0 46 0 3 4 70
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 3 6 10 82
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 3 7 10 604
Power law for ensembles of stock prices 0 0 0 28 1 3 11 112
Power law for the calm-time interval of price changes 0 0 0 12 0 2 6 112
Power laws and market crashes 1 1 1 28 1 12 13 79
Re-examination of the size distribution of firms 0 0 0 18 1 3 4 116
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 2 5 92
Root Causes of The Housing Bubble 0 0 2 177 5 10 14 381
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 1 9 0 6 7 66
Scaling behavior in land markets 0 0 0 15 0 0 4 76
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 0 128 0 3 4 440
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 0 9 11 213
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 0 3 5 145
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 1 56 1 23 24 78
Stock volatility in the periods of booms and stagnations 0 0 0 31 2 8 8 109
Stock volatility in the periods of booms and stagnations 0 0 1 78 0 7 13 131
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 0 15 5 12 15 59
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 1 2 60 1 7 11 185
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 0 4 8 103
The market efficiency in the stock markets 0 0 0 77 1 4 6 177
Toward Economics as a New Complex System 0 0 0 33 0 4 5 31
Volatility return intervals analysis of the Japanese market 0 0 0 19 0 1 2 92
Waiting times between orders and trades in double-auction markets 0 0 0 18 1 10 17 105
Zipf's law for share price and company fundamentals 0 0 1 10 2 10 14 103
Total Working Papers 2 5 20 2,952 70 353 521 11,905

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 4 7 39
A model of international financial crises 0 0 0 8 0 5 6 45
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 4 14 19 44
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 0 16 2 5 14 74
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 0 2 4 40
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 1 2 46 0 5 12 152
Correlation in business networks 0 0 0 5 0 5 7 38
Correlation patterns of NIKKEI index constituents 0 0 0 8 0 3 7 63
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 1 19 1 3 7 73
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 0 0 4 23
Editorial 0 0 0 4 1 5 6 37
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 0 3 5 15
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 1 1 106 6 19 24 347
Group dynamics of the Japanese market 0 0 0 1 2 10 14 33
Growth and fluctuations of personal income 0 0 0 13 0 2 6 85
Increasing market efficiency in the stock markets 0 0 0 4 0 4 4 38
Increasing market efficiency in the stock markets 0 0 0 4 0 8 8 53
Inflation and deflation in financial markets 0 0 0 4 3 5 7 32
Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates 1 1 1 24 3 12 20 119
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 3 8 12 115
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 3 7 8 75
Power law for ensembles of stock prices 0 0 0 2 0 9 11 47
Power law for the calm-time interval of price changes 0 0 0 0 2 8 11 48
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 1 6 7 24
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 1 1 14 3 10 18 72
Regional business cycle synchronization through expectations 0 0 0 5 0 5 8 39
Response of firm agent network to exogenous shock 0 0 0 1 0 4 6 23
Scaling behavior in land markets 0 0 0 5 0 6 8 38
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 0 3 6 21
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 1 1 45 0 4 7 149
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 1 3 1 5 18 38
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 2 7 8 30
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 4 9 14 95
Symbolic analysis of indicator time series by quantitative sequence alignment 0 1 1 28 2 6 6 135
Temporal evolution into a more efficient stock market 0 0 0 2 2 3 5 22
Volatility return intervals analysis of the Japanese market 0 0 0 3 2 10 11 28
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 7 10 41
Total Journal Articles 1 7 9 439 47 231 355 2,390

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Statistics updated 2026-03-04