Economics, Econometrics and Finance · Social Sciences
6h-index409citations11works0.02yr avg
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Research Topics
Financial Markets and Investment Strategies(5), Market Dynamics and Volatility(5), Complex Systems and Time Series Analysis(4), Financial Risk and Volatility Modeling(3), Monetary Policy and Economic Impact(1)
Publications11 total
The Review of Economics and Statistics·1996· 142 cited
Palgrave Macmillan UK eBooks·1995· 23 cited
Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets
RePEc: Research Papers in Economics·1992· 2 cited
Journal of the Japanese and International Economies·1991· 65 citedOpen Access
1991· 18 citedOpen Access
Speculative Behavior in the Stock Markets: Evidence from the United States and Japan
RePEc: Research Papers in Economics·1991· 6 cited
Investor Behavior in the October 1987 Stock Market Crash: The Case of Japan
RePEc: Research Papers in Economics·1988
1988· 23 citedOpen Access
The Journal of Portfolio Management·1982· 5 cited
DSpace@MIT (Massachusetts Institute of Technology)·1981Open Access
Frequent Co-authors
Robert J. Shiller(8), Yoshiro Tsutsui(8), Yasuhiro Yonezawa(1), Takaaki Wakasugi(1), Kazuhiko Nishina(1)