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 0 1 22 814
A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction 0 0 0 28 0 0 12 67
A Precursor of Market Crashes 0 0 0 24 0 0 12 122
A behavioral model of bubbles and crashes 0 0 0 33 0 0 15 131
A mechanism leading bubbles to crashes: the case of Japan's land markets 0 0 1 30 0 0 5 116
Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model 0 0 0 37 0 0 17 116
An Interacting-Agents Approach to International Financial Contagion 0 0 0 0 2 3 13 422
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 22 1 2 5 97
Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation 0 0 0 1 1 1 5 356
Carry Trade, Forward Premium Puzzle and Currency Crisis 0 0 1 274 0 1 37 676
Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices 0 0 0 13 0 1 12 66
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 40 0 1 10 157
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 11 0 0 10 75
Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market 0 0 1 15 0 2 45 96
Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models 0 0 0 2 0 0 14 568
Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching 0 0 0 361 3 3 20 1,015
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models 0 0 0 243 1 1 30 751
Full characterization of the fractional Poisson process 0 0 0 19 0 2 15 95
Group dynamics of the Japanese market 0 0 0 16 0 0 13 147
Grouping in the stock markets of Japan and Korea 0 0 0 5 0 1 5 39
Growth and Fluctuations of Personal Income 0 0 0 20 0 2 11 126
Heterogeneous Interacting Agent Models and the Stylized Facts 0 0 0 0 1 1 18 845
INTERNATIONAL FINANCIAL CRISES IN AN INTERACTING AGENT MODEL 0 0 0 0 1 1 14 405
Inflation and deflation in stock markets 0 0 0 23 0 0 4 110
Intermittent chaos in a model of financial markets with heterogeneous agents 0 0 1 35 0 1 8 171
Market Bubbles and Chrashes 0 0 2 62 1 5 22 225
Market bubbles and crashes 1 1 3 159 2 3 13 498
Modeling of Stock Returns and Trading Volume 0 0 0 46 1 2 9 75
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 23 0 0 14 89
On Dynamics in An Asset Pricing Model with Heterogeneous Expectations 0 0 0 185 0 1 13 608
Power law for ensembles of stock prices 0 0 0 28 0 1 8 113
Power law for the calm-time interval of price changes 0 0 0 12 0 2 8 116
Power laws and market crashes 0 0 1 28 0 3 18 84
Re-examination of the size distribution of firms 0 0 0 18 0 0 5 118
Response of Firm Agent Network to Exogenous Shock 0 0 0 8 0 0 6 93
Root Causes of The Housing Bubble 0 0 1 177 0 1 19 389
Scaling Law for the Distribution of Fluctuations of Share Volume 0 0 0 9 0 1 11 71
Scaling behavior in land markets 0 0 0 15 0 2 7 80
Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity 0 0 0 128 0 1 4 441
Speculative bubbles and fat tail phenomena in a heterogeneous agent model 0 0 0 47 0 1 13 217
Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents 0 0 0 24 0 0 8 149
Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 0 1 57 0 2 29 84
Stock volatility in the periods of booms and stagnations 0 0 0 31 0 0 9 110
Stock volatility in the periods of booms and stagnations 0 0 0 78 0 0 10 131
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders 0 0 1 16 0 1 19 66
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders 0 0 3 61 0 0 15 191
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets 0 0 0 24 1 2 12 110
The market efficiency in the stock markets 0 0 0 77 0 2 9 181
Toward Economics as a New Complex System 0 0 0 33 1 2 9 35
Volatility return intervals analysis of the Japanese market 0 0 0 19 0 1 7 98
Waiting times between orders and trades in double-auction markets 0 0 0 18 0 1 15 107
Zipf's law for share price and company fundamentals 0 0 0 10 0 4 20 112
Total Working Papers 1 1 16 2,959 16 62 704 12,174

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 7 0 2 11 44
A model of international financial crises 0 0 0 8 0 0 8 47
A precursor of market crashes: Empirical laws of Japan's internet bubble 0 0 0 2 0 0 28 53
ANALYSIS OF BITCOIN MARKET EFFICIENCY BY USING MACHINE LEARNING 0 0 2 18 0 2 17 82
An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics 0 0 0 6 1 1 11 48
Bitcoin and investor sentiment: Statistical characteristics and predictability 0 0 2 46 0 0 14 157
Correlation in business networks 0 0 0 5 0 0 8 39
Correlation patterns of NIKKEI index constituents 0 0 0 8 0 9 24 81
Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents 0 0 0 19 1 2 16 84
EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL 0 0 0 3 0 0 4 25
Editorial 0 0 0 4 0 0 9 40
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets 0 0 0 1 0 0 7 17
Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching 0 0 1 106 1 4 34 359
Group dynamics of the Japanese market 0 0 0 1 0 1 15 36
Growth and fluctuations of personal income 0 0 0 13 0 0 10 90
Increasing market efficiency in the stock markets 0 0 0 4 0 0 5 39
Increasing market efficiency in the stock markets 0 0 0 4 0 0 9 54
Inflation and deflation in financial markets 0 0 0 4 0 1 8 35
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 0 1 29 132
Multiple equilibria and chaos in a discrete tâtonnement process 0 0 0 13 0 0 15 119
Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem 0 0 0 11 0 2 11 79
Power law for ensembles of stock prices 0 0 0 2 0 0 14 50
Power law for the calm-time interval of price changes 0 0 0 0 0 1 17 56
Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis 0 0 0 4 0 0 8 25
REGIME CHANGE AND TREND PREDICTION FOR BITCOIN TIME SERIES DATA 0 1 3 16 0 2 25 85
Regional business cycle synchronization through expectations 0 0 0 5 0 0 13 46
Response of firm agent network to exogenous shock 0 0 0 1 1 1 7 24
Scaling behavior in land markets 0 0 0 5 0 1 10 42
Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts 0 0 0 2 0 0 8 23
Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity 0 0 1 45 1 1 9 154
Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals 0 1 5 7 1 4 24 52
Stylized facts in internal rates of return on stock index and its derivative transactions 0 0 0 2 0 1 12 35
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders 0 0 0 16 0 0 17 100
Symbolic analysis of indicator time series by quantitative sequence alignment 0 0 1 28 0 0 9 138
Temporal evolution into a more efficient stock market 0 0 0 2 0 1 5 24
Volatility return intervals analysis of the Japanese market 0 0 0 3 0 0 12 30
Waiting times between orders and trades in double-auction markets 0 0 0 3 0 1 11 43
Total Journal Articles 0 2 17 448 6 38 494 2,587

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Statistics updated 2026-10-11