45 citations · 75 across the 3 of their papers we have counts for
3 papers
cond-mat.stat-mech2003★ 45 cited
Power law for the calm-time interval of price changes
Taisei Kaizoji, Michiyo Kaizoji
In this paper, we describe a newly discovered statistical property of time series data for daily price changes. We conducted quantitative investigation of the {\it calm-time interv…
cond-mat.stat-mech2003★ 14 cited
Power law for ensembles of stock prices
Taisei Kaizoji, Michiyo Kaizoji
In this paper we quantitatively investigate the statistical properties of an ensemble of {\it stock prices}. We selected 1200 stocks traded in the Tokyo Stock Exchange and formed a…
cond-mat.dis-nn2003★ 16 cited
A mechanism leading bubbles to crashes: the case of Japan's land markets
Taisei Kaizoji, Michiyo Kaizoji
In this paper we investigate quantitatively statistical properties of ensemble of {\it land prices} in Japan in the period from 1981 to 2002, corresponding to the period of bubbles…