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Taisei Kaizoji
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Cited by
Year
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
2222000
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
1952003
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
1672002
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
1422007
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
962006
Volatility analysis of bitcoin
L Pichl, T Kaizoji
Quantitative Finance and Economics 1 (4), 474-485, 2017
932017
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
782019
Scaling behavior in land markets
T Kaizoji
Physica A: Statistical Mechanics and its Applications 326 (1-2), 256-264, 2003
702003
Full characterization of the fractional Poisson process
M Politi, T Kaizoji, E Scalas
EPL (Europhysics Letters) 96 (2), 20004, 2011
632011
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
632004
Market bubbles and crashes
T Kaizoji, D Sornette
arXiv preprint arXiv:0812.2449, 2008
592008
Increasing market efficiency in the stock markets
JS Yang, W Kwak, T Kaizoji, I Kim
The European Physical Journal B 61 (2), 241-246, 2008
502008
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
472015
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
462008
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 (1), 113-119, 2008
412008
Re-examination of the size distribution of firms
T Kaizoji, H Iyetomi, Y Ikeda
Evolutionary and Institutional Economics Review 2 (2), 183-198, 2006
382006
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 (1 …, 2006
342006
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
322004
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
312019
Power law for ensembles of stock prices
T Kaizoji, M Kaizoji
Physica A: Statistical Mechanics and Its Applications 344 (1-2), 240-243, 2004
312004
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Articles 1–20