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Taisei Kaizoji

Identifiers

  • name variant Taisei Kaizoji 0.60 · backfill

Papers (32)

  1. Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market q-fin.GN · 2019 · author #2
  2. Zipf's law for share price and company fundamentals q-fin.EC · 2017 · author #1
  3. Toward Economics as a New Complex System q-fin.EC · 2016 · author #1
  4. Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals q-fin.GN · 2016 · author #1
  5. Modeling of Stock Returns and Trading Volume q-fin.ST · 2013 · author #1
  6. Full characterization of the fractional Poisson process math.PR · 2011 · author #2
  7. Non-Stationary Chaos nlin.CD · 2010 · author #1
  8. The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets q-fin.PM · 2009 · author #4
  9. Effect of changing data size on eigenvalues in the Korean and Japanese stock markets q-fin.ST · 2008 · author #3
  10. Volatility return intervals analysis of the Japanese market q-fin.ST · 2007 · author #4
  11. Group dynamics of the Japanese market q-fin.ST · 2007 · author #4
  12. The market efficiency in the stock markets physics.soc-ph · 2007 · author #3
  13. Waiting times between orders and trades in double-auction markets physics.soc-ph · 2006 · author #2
  14. Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions cs.IT · 2006 · author #2
  15. Response of Firm Agent Network to Exogenous Shock physics.soc-ph · 2006 · author #6
  16. Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents physics.soc-ph · 2006 · author #1
  17. Power laws and market crashes physics.soc-ph · 2006 · author #1
  18. An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics physics.soc-ph · 2006 · author #1
  19. Re-examination of the size distribution of firms physics.soc-ph · 2005 · author #1
  20. Grouping in the stock markets of Japan and Korea physics.soc-ph · 2005 · author #3
  21. A Precursor of Market Crashes physics.soc-ph · 2005 · author #1
  22. Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices physics.soc-ph · 2005 · author #1
  23. Inflation and deflation in stock markets cond-mat.stat-mech · 2004 · author #1
  24. Intermittent chaos in a model of financial markets with heterogeneous agents nlin.CD · 2003 · author #1
  25. Power law for the calm-time interval of price changes cond-mat.stat-mech · 2003 · author #1
  26. Speculative bubbles and fat tail phenomena in a heterogeneous agent model nlin.CD · 2003 · author #1
  27. Power law for ensembles of stock prices cond-mat.stat-mech · 2003 · author #1
  28. A mechanism leading bubbles to crashes: the case of Japan's land markets cond-mat.dis-nn · 2003 · author #1
  29. Scaling behavior in land markets cond-mat.stat-mech · 2003 · author #1
  30. Scaling Law for the Distribution of Fluctuations of Share Volume cond-mat.stat-mech · 2003 · author #1
  31. Growth and Fluctuations of Personal Income cond-mat.dis-nn · 2002 · author #4
  32. Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity cond-mat.stat-mech · 2000 · author #1

Mentions

  • 1702.00144 #1 · arxiv_oai · confidence 0.70 Taisei Kaizoji
  • 1611.05280 #1 · arxiv_oai · confidence 0.70 Taisei Kaizoji
  • 1309.2416 #1 · backfill · confidence 0.70 Taisei Kaizoji
  • 1104.4234 #2 · backfill · confidence 0.70 Taisei Kaizoji
  • 1007.3638 #1 · backfill · confidence 0.70 Taisei Kaizoji
  • 0902.3836 #4 · backfill · confidence 0.70 Taisei Kaizoji
  • 0811.4021 #3 · backfill · confidence 0.70 Taisei Kaizoji
  • 0709.1725 #4 · backfill · confidence 0.70 Taisei Kaizoji
  • 0708.0562 #4 · backfill · confidence 0.70 Taisei Kaizoji

Frequent Coauthors