| Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity T Kaizoji Physica A: Statistical Mechanics and its Applications 287 (3-4), 493-506, 2000 | 236 | 2000 |
| Growth and fluctuations of personal income Y Fujiwara, W Souma, H Aoyama, T Kaizoji, M Aoki Physica A: Statistical Mechanics and its Applications 321 (3-4), 598-604, 2003 | 203 | 2003 |
| Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents T Kaizoji, S Bornholdt, Y Fujiwara Physica A: Statistical Mechanics and its Applications 316 (1-4), 441-452, 2002 | 176 | 2002 |
| Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching T Lux, T Kaizoji Journal of Economic Dynamics and Control 31 (6), 1808-1843, 2007 | 145 | 2007 |
| Volatility analysis of bitcoin L Pichl, T Kaizoji Quantitative Finance and Economics 1 (4), 474-485, 2017 | 131 | 2017 |
| Bitcoin and investor sentiment: statistical characteristics and predictability C Eom, T Kaizoji, SH Kang, L Pichl Physica A: Statistical Mechanics and its Applications 514, 511-521, 2019 | 106 | 2019 |
| Waiting times between orders and trades in double-auction markets E Scalas, T Kaizoji, M Kirchler, J Huber, A Tedeschi Physica A: Statistical Mechanics and its Applications 366, 463-471, 2006 | 100 | 2006 |
| Scaling behavior in land markets T Kaizoji Physica A: Statistical Mechanics and its Applications 326 (1-2), 256-264, 2003 | 76 | 2003 |
| Market bubbles and crashes T Kaizoji, D Sornette arXiv preprint arXiv:0812.2449, 2008 | 75 | 2008 |
| Power law for the calm-time interval of price changes T Kaizoji, M Kaizoji Physica A: Statistical Mechanics and its Applications 336 (3-4), 563-570, 2004 | 70 | 2004 |
| Full characterization of the fractional Poisson process M Politi, T Kaizoji, E Scalas Europhysics Letters 96 (2), 20004, 2011 | 67 | 2011 |
| Increasing market efficiency in the stock markets JS Yang, W Kwak, T Kaizoji, I Kim The European Physical Journal B 61, 241-246, 2008 | 56 | 2008 |
| Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders T Kaizoji, M Leiss, A Saichev, D Sornette Journal of Economic Behavior & Organization 112, 289-310, 2015 | 51 | 2015 |
| Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates Z Nan, T Kaizoji International Review of Financial Analysis 64, 273-281, 2019 | 48 | 2019 |
| Group dynamics of the Japanese market WS Jung, O Kwon, F Wang, T Kaizoji, HT Moon, HE Stanley Physica A: Statistical Mechanics and its Applications 387 (2-3), 537-542, 2008 | 47 | 2008 |
| Volatility return intervals analysis of the Japanese market WS Jung, FZ Wang, S Havlin, T Kaizoji, HT Moon, HE Stanley The European Physical Journal B 62, 113-119, 2008 | 44 | 2008 |
| Artificial neural networks for realized volatility prediction in cryptocurrency time series R Miura, L Pichl, T Kaizoji Advances in Neural Networks–ISNN 2019: 16th International Symposium on …, 2019 | 41 | 2019 |
| Re-examination of the size distribution of firms T Kaizoji, H Iyetomi, Y Ikeda Evolutionary and Institutional Economics Review 2, 183-198, 2006 | 39 | 2006 |
| A precursor of market crashes: Empirical laws of Japan's internet bubble T Kaizoji The European Physical Journal B-Condensed Matter and Complex Systems 50, 123-127, 2006 | 36 | 2006 |
| A mechanism leading from bubbles to crashes: the case of Japan's land market T Kaizoji, M Kaizoji Physica A: Statistical Mechanics and its Applications 344 (1-2), 138-141, 2004 | 34 | 2004 |
Eom CheoljunSchool of Business, Pusan National UniversityVerified email at pusan.ac.kr
