Hiroshi Ishijima

Chuo University — Japan

Economics, Econometrics and Finance · Social Sciences

4h-index58citations19works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(10), Stochastic processes and financial applications(7), Monetary Policy and Economic Impact(4), Housing Market and Economics(4), Sentiment Analysis and Opinion Mining(3)

Publications19 total

News implied volatility and aggregate economic activity: evidence from the Japanese government bond market
Applied Economics Letters·2022
News Implied Volatility and Aggregate Economic Activity: Evidence from the Japanese Government Bond Market
SSRN Electronic Journal·2021Open Access
Forecasting Japanese inflation with a news-based leading indicator of economic activities
Studies in Nonlinear Dynamics and Econometrics·2020· 10 cited
Forecasting Japanese inflation with a news-based leading indicator of economic activities
RePEc: Research Papers in Economics·2019Open Access
Sentiment analysis for the Japanese stock market
Global Business and Economics Review·2015· 19 cited
Quantifying Sentiment for the Japanese Economy and Stock Price Prediction
研究報告数理モデル化と問題解決（MPS）·2014
Quantifying Sentiment for the Japanese Economy as Predictors of Stock Prices
Columbia Academic Commons (Columbia University)·2014Open Access
Time series modelling of real estate prices
Global Business and Economics Review·2014· 1 cited
Real Estate Pricing Models: Theory, Evidence, and Implementation
Asia-Pacific Financial Markets·2013· 8 cited
1-D-6 不動産ファンダメンタル・ベータによる不動産投資リスクの計測(特別セッション 金融工学(2))
日本オペレーションズ・リサーチ学会秋季研究発表会アブストラクト集·2012
Real Estate Price Modeling and Empirical Analysis
International Journal of Economic Policy Studies·2012· 1 cited
Log Mean-Variance Portfolio Selection Under Regime Switching
Asia-Pacific Financial Markets·2010· 2 cited
The Regime Switching Portfolios
Asia-Pacific Financial Markets·2010· 6 cited
Preface
Asia-Pacific Financial Markets·2010Open Access
On Estimating the Growth Optimal Asset Pricing Model under Regime Switching (Financial Modeling and Analysis)
2010Open Access
BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS(Special Issue on Theory, Methodology and Applications in Financial Engneering)
Journal of the Operations Research Society of Japan·2002· 2 citedOpen Access
BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS
2002· 1 cited
The Optimal Log-Utility Asset Management under Incomplete Information
Asia-Pacific Financial Markets·2000· 4 cited
An Empirical Analysis on Log-Utility Asset Management
Asia-Pacific Financial Markets·1999· 4 cited

Frequent Co-authors

Akira Maèda(6), Keiichi Goshima(4), Mototsugu Shintani(4), Takuro Kazumi(2), Hiroki Yamamoto(2), Masaki Uchida(2), Hiroshi Shirakawa(1), Shinya Sakagami(1), Tomohiko Taniyama(1)