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Publications

by members of

International Christian University → Social Science Research Institute

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2021

  1. U. Sumalia & Daniel Skerritt & Anna Schuhbauer & Sebastian Villasante & Andres Cisneros-Montemayor & Hussain Sinan & Duncan Burnside & Patrízia Abdallah & Keita Abe & Juliano Abrantes & Kwasi Addo & , 2021, "WTO must ban harmful fisheries subsidies," Artefactual Field Experiments, The Field Experiments Website, number 00743.
    • Ussif Rashid Sumaila & Daniel Skerritt & Anna Schuhbauer & Sebastian Villasante & Andres Cisneros-Montemayor & Hussain Sinan & Duncan Burnside & Patri­zia Abdallah & Keita Abe & Juliano Abrantes & Kw, 2021, "WTO must ban harmful fisheries subsidies," Working Paper Series, Department of Economics, University of Sussex Business School, number 1221, Aug.

2020

  1. Eduardo Anthony G. Marino III & Daniel Marszalec, 2020, "Auction Performance, Strategic Supply Management, and Bidder Behavior in Treasury Bill Auctions: Evidence from the Philippines," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1138, Jan.
  2. Daniel Marszalec & Maria Martin-Rodriguez, 2020, "Piracy as promotion? The Importance of Diffusion in the Music Industry," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1139, Jan.
  3. Sanna Laksa & Daniel Marszalec, 2020, "Morning-Fresh: Declining Prices and the Right-to-Choose in a Faroese Fish Market," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1141, Jan.

2019

  1. Cheoljun Eom & Taisei Kaizoji & Enrico Scalas, 2019, "Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market," Papers, arXiv.org, number 1904.02567, Apr.

2018

  1. Sanna Laksá & Daniel Marszalec & Alexander Teytelboym, 2018, "Epic Fail: How Below-Bid Pricing Backfires in Multiunit Auctions," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1096, Oct.

2017

  1. Taisei Kaizoji & Michiko Miyano, 2017, "Zipf's law for share price and company fundamentals," Papers, arXiv.org, number 1702.00144, Feb.
  2. Daniel Marszalec, 2017, "Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1074, Dec.

2016

  1. Taisei Kaizoji & Michiko Miyano, 2016, "Stock Market Market Crash of 2008: an empirical study of the deviation of share prices from company fundamentals," Papers, arXiv.org, number 1607.03205, Jul.
  2. Taisei Kaizoji, 2016, "Toward Economics as a New Complex System," Papers, arXiv.org, number 1611.05280, Nov.
  3. Daniel Marszalec, 2016, "Auctions For Complements –An Experimental Analysis," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1018, Jul.
  4. Daniel Marszalec, 2016, "The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1020, Aug.
  5. Daniel Marszalec, 2016, "Revisiting the Anglo-Dutch Auction," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1021, Aug.

2015

  1. Taisei KAIZOJI & Matthias LEISS & Alexander I. SAICHEV & Didier SORNETTE, 2015, "Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-07, Feb.

2013

  1. Taisei Kaizoji, 2013, "Modeling of Stock Returns and Trading Volume," Papers, arXiv.org, number 1309.2416, Sep.

2012

  1. Kaizoji, Taisei, 2012, "A Note on Stability of Self-Consistent Equilibrium in an Asynchronous Model of Discrete-Choice with Social Interaction," MPRA Paper, University Library of Munich, Germany, number 38730, May.

2011

  1. Mauro Politi & Taisei Kaizoji & Enrico Scalas, 2011, "Full characterization of the fractional Poisson process," Papers, arXiv.org, number 1104.4234, Apr.
  2. T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011, "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers, arXiv.org, number 1109.4726, Sep, revised Mar 2014.

2010

  1. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010, "A Behavioral Model of Bubbles and Crashes," MPRA Paper, University Library of Munich, Germany, number 20352, Jan.
  2. Kaizoji, Taisei, 2010, "Carry Trade, Forward Premium Puzzle and Currency Crisis," MPRA Paper, University Library of Munich, Germany, number 21432, Mar.
  3. Kaizoji, Taisei, 2010, "Stock volatility in the periods of booms and stagnations," MPRA Paper, University Library of Munich, Germany, number 23727, Jun.
  4. Kaizoji, Taisei, 2010, "Multiple equilibria and chaos in a discrete tâtonnement process," MPRA Paper, University Library of Munich, Germany, number 24002, Jul.

2009

  1. Cheoljun Eom & Jongwon Park & Woo-Sung Jung & Taisei Kaizoji & Yong H. Kim, 2009, "The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets," Papers, arXiv.org, number 0902.3836, Feb.
  2. Kaizoji, Taisei, 2009, "Root Causes of The Housing Bubble," MPRA Paper, University Library of Munich, Germany, number 16808, Aug.

2008

  1. T. Kaizoji & D. Sornette, 2008, "Market bubbles and crashes," Papers, arXiv.org, number 0812.2449, Dec.
  2. Cheoljun Eom & Woo-Sung Jung & Taisei Kaizoji & Seunghwan Kim, 2008, "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets," Papers, arXiv.org, number 0811.4021, Nov, revised Jun 2009.

2007

  1. Woo-Sung Jung & Okyu Kwon & Fengzhong Wang & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007, "Group dynamics of the Japanese market," Papers, arXiv.org, number 0708.0562, Aug.
  2. Woo-Sung Jung & Fengzhong Wang & Shlomo Havlin & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley, 2007, "Volatility return intervals analysis of the Japanese market," Papers, arXiv.org, number 0709.1725, Sep.
  3. Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim, 2007, "The market efficiency in the stock markets," Papers, arXiv.org, number physics/0701179, Jan, revised Jan 2007.

2006

  1. Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
  2. Taisei Kaizoji, 2006, "Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents," Papers, arXiv.org, number physics/0603139, Mar.
  3. Taisei Kaizoji, 2006, "Power laws and market crashes," Papers, arXiv.org, number physics/0603138, Mar.
  4. Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006, "Response of Firm Agent Network to Exogenous Shock," Papers, arXiv.org, number physics/0607287, Jul.
  5. Taisei Kaizoji, 2006, "An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics," Papers, arXiv.org, number physics/0601106, Jan, revised Apr 2006.
  6. Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006, "Waiting times between orders and trades in double-auction markets," Papers, arXiv.org, number physics/0608273, Aug.

2005

  1. Taisei Kaizoji & Hiroshi Iyetomi & Yuichi Ikeda, 2005, "Re-examination of the size distribution of firms," Papers, arXiv.org, number physics/0512124, Dec, revised Mar 2006.
  2. Woo-Sung Jung & Okyu Kwon & Taisei Kaizoji & Seungbyung Chae & Hie-Tae Moon, 2005, "Grouping in the stock markets of Japan and Korea," Papers, arXiv.org, number physics/0511224, Nov.
  3. Taisei Kaizoji, 2005, "Comparison of volatility distributions in the periods of booms and stagnations: an empirical study on stock price indices," Papers, arXiv.org, number physics/0506114, Jun.
  4. Taisei Kaizoji, 2005, "A Precursor of Market Crashes," Papers, arXiv.org, number physics/0510055, Oct, revised Mar 2006.

2004

  1. Taisei KAIZOJI, 2004, "Booms and bursts of asst markets: empirical results and a model based upon the Fokker-Plank equation," Computing in Economics and Finance 2004, Society for Computational Economics, number 305, Aug.
  2. Lux, Thomas & Kaizoji, Taisei, 2004, "Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2004-05.
  3. Taisei Kaizoji & Thomas Lux, 2004, "Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 158, Aug.
  4. Taisei Kaizoji, 2004, "Inflation and deflation in stock markets," Papers, arXiv.org, number cond-mat/0401140, Jan, revised Mar 2006.

2003

  1. Taisei Kaizoji & Michiyo Kaizoji, 2003, "Power law for the calm-time interval of price changes," Papers, arXiv.org, number cond-mat/0312560, Dec, revised Mar 2006.
  2. Taisei Kaizoji & Michiyo Kaizoji, 2003, "A mechanism leading bubbles to crashes: the case of Japan's land markets," Papers, arXiv.org, number cond-mat/0312404, Dec, revised Mar 2006.
  3. Taisei Kaizoji & Michiyo Kaizoji, 2003, "Power law for ensembles of stock prices," Papers, arXiv.org, number cond-mat/0312406, Dec, revised Mar 2006.
  4. Taisei Kaizoji, 2003, "Scaling behavior in land markets," Papers, arXiv.org, number cond-mat/0302470, Feb, revised Mar 2006.
  5. Taisei Kaizoji, 2003, "Speculative bubbles and fat tail phenomena in a heterogeneous agent model," Papers, arXiv.org, number nlin/0312040, Dec.
  6. Taisei Kaizoji & Masahide Nuki, 2003, "Scaling Law for the Distribution of Fluctuations of Share Volume," Papers, arXiv.org, number cond-mat/0302468, Feb, revised Mar 2006.
  7. Taisei Kaizoji, 2003, "Intermittent chaos in a model of financial markets with heterogeneous agents," Papers, arXiv.org, number nlin/0312065, Dec.

2002

  1. Yoshi Fujiwara & Wataru Souma & Hideaki Aoyama & Taisei Kaizoji & Masanao Aoki, 2002, "Growth and Fluctuations of Personal Income," Papers, arXiv.org, number cond-mat/0208398, Aug.
  2. Taisei Kaizoji & Stefan Bornholdt & Yoshi Fujiwara, 2002, "Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents," Papers, arXiv.org, number cond-mat/0207253, Jul.

2001

  1. Taisei Kaizoji & Thomas Lux, 2001, "On Dynamics in An Asset Pricing Model with Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2A.3, Jan.
  2. Taisei Kaizoji, 2001, "Heterogeneous Interacting Agent Models and the Stylized Facts," Computing in Economics and Finance 2001, Society for Computational Economics, number 175, Apr.
  3. Taisei Kaizoji, 2001, "An Interacting-Agents Approach to International Financial Contagion," Computing in Economics and Finance 2001, Society for Computational Economics, number 190, Apr.

2000

  1. Taisei Kaizoji, 2000, "International Financial Crises In An Interacting Agent Model," Computing in Economics and Finance 2000, Society for Computational Economics, number 324, Jul.
  2. Taisei Kaizoji, 2000, "Speculative bubbles and crashes in stock market: an interacting-agent model of speculative activity," Papers, arXiv.org, number cond-mat/0010263, Oct.

Undated

  1. Taisei Kaizoji, undated, "Adaptive Learning Dynamics and the Stabilization Policy in an Overlapping Generations Model," Computing in Economics and Finance 1997, Society for Computational Economics, number 118.

Journal articles

2024

  1. Daniel Marszalec, 2024, "Do hybrid auctions always give “the best of both worlds” ? An illustration from asymmetric Anglo–Dutch auctions," The Japanese Economic Review, Springer, volume 75, issue 2, pages 215-242, April, DOI: 10.1007/s42973-022-00124-z.

2023

  1. Mariño, Eduardo Anthony G. & Marszalec, Daniel, 2023, "Strategic supply management and mechanism choice in government debt auctions: An empirical analysis from the Philippines," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106945.

2019

  1. Eom, Cheoljun & Kaizoji, Taisei & Kang, Sang Hoon & Pichl, Lukas, 2019, "Bitcoin and investor sentiment: Statistical characteristics and predictability," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 511-521, DOI: 10.1016/j.physa.2018.09.063.
  2. Taisei Kaizoji & Michiko Miyano, 2019, "Stock market crash of 2008: an empirical study of the deviation of share prices from company fundamentals," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 5, pages 362-369, March, DOI: 10.1080/13504851.2018.1486004.
  3. Nan, Zheng & Kaizoji, Taisei, 2019, "Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 273-281, DOI: 10.1016/j.irfa.2019.06.003.

2018

  1. Yuki Hirano & Lukáš Pichl & Cheoljun Eom & Taisei Kaizoji, 2018, "Analysis Of Bitcoin Market Efficiency By Using Machine Learning," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 175-180, September, DOI: 10.12955/cbup.v6.1152.
  2. Marszalec, Daniel, 2018, "Fear not the simplicity - An experimental analysis of auctions for complements," Journal of Economic Behavior & Organization, Elsevier, volume 152, issue C, pages 81-97, DOI: 10.1016/j.jebo.2018.04.023.

2017

  1. Osamu Kodama & Lukáš Pichl & Taisei Kaizoji, 2017, "Regime Change And Trend Prediction For Bitcoin Time Series Data," CBU International Conference Proceedings, ISE Research Institute, volume 5, issue 0, pages 384-388, September, DOI: 10.12955/cbup.v5.954.
  2. Marszalec, Daniel, 2017, "The impact of auction choice on revenue in treasury bill auctions – An empirical evaluation," International Journal of Industrial Organization, Elsevier, volume 53, issue C, pages 215-239, DOI: 10.1016/j.ijindorg.2017.05.005.

2015

  1. Kaizoji, Taisei & Leiss, Matthias & Saichev, Alexander & Sornette, Didier, 2015, "Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders," Journal of Economic Behavior & Organization, Elsevier, volume 112, issue C, pages 289-310, DOI: 10.1016/j.jebo.2015.02.001.

2011

  1. Yang, Jae-Suk & Kaizoji, Taisei & Kwak, Wooseop, 2011, "Temporal evolution into a more efficient stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 390, issue 11, pages 2002-2008, DOI: 10.1016/j.physa.2011.01.009.

2010

  1. Kaizoji, Taisei, 2010, "Multiple equilibria and chaos in a discrete tâtonnement process," Journal of Economic Behavior & Organization, Elsevier, volume 76, issue 3, pages 597-599, December.

2009

  1. Eom, Cheoljun & Jung, Woo-Sung & Kaizoji, Taisei & Kim, Seunghwan, 2009, "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 22, pages 4780-4786, DOI: 10.1016/j.physa.2009.07.023.

2008

  1. Yamano, Takuya & Sato, Kodai & Kaizoji, Taisei & Rost, Jan-Michael & Pichl, Lukás, 2008, "Symbolic analysis of indicator time series by quantitative sequence alignment," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 2, pages 486-495, December.
  2. Akira Namatame & Taisei Kaizoji & Enrico Scalas, 2008, "Editorial," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 3, issue 1, pages 1-1, June, DOI: 10.1007/s11403-008-0030-x.
  3. Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim, 2008, "Increasing market efficiency in the stock markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 61, issue 3, pages 389-389, February, DOI: 10.1140/epjb/e2008-00088-x.
  4. W.-S. Jung & F. Z. Wang & S. Havlin & T. Kaizoji & H.-T. Moon & H. E. Stanley, 2008, "Volatility return intervals analysis of the Japanese market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 62, issue 1, pages 113-119, March, DOI: 10.1140/epjb/e2008-00123-0.
  5. Jung, Woo-Sung & Kwon, Okyu & Wang, Fengzhong & Kaizoji, Taisei & Moon, Hie-Tae & Stanley, H. Eugene, 2008, "Group dynamics of the Japanese market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 2, pages 537-542, DOI: 10.1016/j.physa.2007.09.022.

2007

  1. Lux, Thomas & Kaizoji, Taisei, 2007, "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1808-1843, June.
  2. Onozaki, Tamotsu & Yanagita, Tatsuo & Kaizoji, Taisei & Toyabe, Kazutaka, 2007, "Regional business cycle synchronization through expectations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 383, issue 1, pages 102-107, DOI: 10.1016/j.physa.2007.04.129.
  3. Pichl, Lukáš & Kaizoji, Taisei & Yamano, Takuya, 2007, "Stylized facts in internal rates of return on stock index and its derivative transactions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 219-227, DOI: 10.1016/j.physa.2007.03.042.
  4. Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007, "Response of firm agent network to exogenous shock," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 138-148, DOI: 10.1016/j.physa.2007.02.016.
  5. Ikeda, Yuichi & Souma, Wataru & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Kaizoji, Taisei, 2007, "Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 375, issue 2, pages 651-667, DOI: 10.1016/j.physa.2006.10.005.
  6. Hayashi, Katsuhiko & Kaizoji, Taisei & Pichl, Lukáš, 2007, "Correlation patterns of NIKKEI index constituents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 383, issue 1, pages 16-21, DOI: 10.1016/j.physa.2007.04.109.

2006

  1. T. Kaizoji, 2006, "A precursor of market crashes: Empirical laws of Japan's internet bubble," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 50, issue 1, pages 123-127, March, DOI: 10.1140/epjb/e2006-00142-9.
  2. Souma, Wataru & Aoyama, Hideaki & Fujiwara, Yoshi & Ikeda, Yuichi & Iyetomi, Hiroshi & Kaizoji, Taisei, 2006, "Correlation in business networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 370, issue 1, pages 151-155, DOI: 10.1016/j.physa.2006.04.040.
  3. Kaizoji, Taisei, 2006, "An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 370, issue 1, pages 109-113, DOI: 10.1016/j.physa.2006.04.031.
  4. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006, "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 366, issue C, pages 463-471, DOI: 10.1016/j.physa.2005.09.047.

2005

  1. Kaizoji, Taisei, 2005, "Spatial distribution of large income earners: an empirical study on the formation of exclusive residential districts," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 347, issue C, pages 575-582, DOI: 10.1016/j.physa.2004.09.022.

2004

  1. Kaizoji, Taisei & Kaizoji, Michiyo, 2004, "Power law for ensembles of stock prices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 344, issue 1, pages 240-243, DOI: 10.1016/j.physa.2004.06.125.
  2. Kaizoji, Taisei & Kaizoji, Michiyo, 2004, "Power law for the calm-time interval of price changes," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 336, issue 3, pages 563-570, DOI: 10.1016/j.physa.2003.12.054.
  3. Kaizoji, Taisei, 2004, "Inflation and deflation in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 343, issue C, pages 662-668, DOI: 10.1016/j.physa.2004.06.137.
  4. Kaizoji, Taisei & Kaizoji, Michiyo, 2004, "A mechanism leading from bubbles to crashes: the case of Japan's land market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 344, issue 1, pages 138-141, DOI: 10.1016/j.physa.2004.06.104.

2003

  1. Kaizoji, Taisei, 2003, "Scaling behavior in land markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 326, issue 1, pages 256-264, DOI: 10.1016/S0378-4371(03)00145-6.
  2. Fujiwara, Yoshi & Souma, Wataru & Aoyama, Hideaki & Kaizoji, Taisei & Aoki, Masanao, 2003, "Growth and fluctuations of personal income," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 321, issue 3, pages 598-604, DOI: 10.1016/S0378-4371(02)01663-1.
  3. Taisei Kaizoji & Michiyo Kaizoji, 2003, "Empirical Laws Of A Stock Price Index And A Stochastic Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 303-312, DOI: 10.1142/S0219525903000906.

2002

  1. Kaizoji, Taisei & Bornholdt, Stefan & Fujiwara, Yoshi, 2002, "Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 316, issue 1, pages 441-452, DOI: 10.1016/S0378-4371(02)01216-5.

2001

  1. Kaizoji, Taisei, 2001, "A model of international financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 299, issue 1, pages 279-293, DOI: 10.1016/S0378-4371(01)00307-7.

2000

  1. Kaizoji, Taisei, 2000, "Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 287, issue 3, pages 493-506, DOI: 10.1016/S0378-4371(00)00388-5.

1994

  1. Kaizouji, Taisei, 1994, "Multiple equilibria and chaotic tatonnement: Applications of the Yamaguti-Matano theorem," Journal of Economic Behavior & Organization, Elsevier, volume 24, issue 3, pages 357-362, August.

Books

2019

  1. Anindya S. Chakrabarti & Lukáš Pichl & Taisei Kaizoji (ed.), 2019, "Network Theory and Agent-Based Modeling in Economics and Finance," Springer Books, Springer, number 978-981-13-8319-9, ISBN: ARRAY(0x6e64d820), DOI: 10.1007/978-981-13-8319-9.

2006

  1. Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), 2006, "The Complex Networks of Economic Interactions," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-28727-8, ISBN: ARRAY(0x774888c0), December, DOI: 10.1007/3-540-28727-2.

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