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Jun-ichi Maskawa
Jun-ichi Maskawa
Department of Economics, Seijo University
Verified email at seijo.ac.jp
Title
Cited by
Cited by
Year
Theory and numerical calculation of pattern formation in shrinking gels
J Maskawa, T Takeuchi, K Maki, K Tsujii, T Tanaka
The Journal of chemical physics 110 (22), 10993-10999, 1999
351999
Multivariate Markov chain modeling for stock markets
J Maskawa
Physica A: Statistical Mechanics and its Applications 324 (1-2), 317-322, 2003
272003
Correlation of coming limit price with order book in stock markets
J Maskawa
Physica A: Statistical Mechanics and its Applications 383 (1), 90-95, 2007
162007
Stock price fluctuations and the mimetic behaviors of traders
J Maskawa
Physica A: Statistical Mechanics and its Applications 382 (1), 172-178, 2007
152007
Ordered phase and non-equilibrium fluctuation in stock market
J Maskawa
Physica A: Statistical Mechanics and its Applications 311 (3-4), 563-570, 2002
122002
Collective Behavior of market participants during abrupt stock price changes
J Maskawa
Plos one 11 (8), e0160152, 2016
92016
Large correlations as a signal of instability in stock market
J Maskawa, W Souma
Preprint, 2010
82010
Collective behavior of stock prices as a precursor to market crash
J Maskawa
Progress of Theoretical Physics Supplement 194, 1-10, 2012
72012
Stock price process and long memory in trade signs
K Kuroda, J Maskawa, J Murai
Advances in Mathematical Economics, 69-92, 2011
72011
Market-wide price co-movement around crashes in the Tokyo Stock Exchange
J Maskawa, J Murai, K Kuroda
Evolutionary and Institutional Economics Review 10, 81-92, 2013
62013
Multiplicative random cascades with additional stochastic process in financial markets
J Maskawa, K Kuroda, J Murai
Evolutionary and Institutional Economics Review 15, 515-529, 2018
52018
Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market
K Kuroda, J Maskawa, J Murai
Journal of Statistical Physics 152 (4), 706-723, 2013
52013
Hamiltonian in Financial Markets
J Maskawa
arXiv preprint cond-mat/0011149, 2000
42000
Spin-glass like network model for stock market
J Maskawa
Empirical Science of Financial Fluctuations: The Advent of Econophysics, 153-158, 2002
32002
Phase separation in elastic bodies-pattern formation in gels
J Maskawa, T Takeuchi
PITMAN RESEARCH NOTES IN MATHEMATICS SERIES, 400-407, 1997
21997
Model of continuous random cascade processes in financial markets
J Maskawa, K Kuroda
Frontiers in Physics 8, 565372, 2020
12020
Exogenous shock and multifractal random walk
K Kuroda, J Maskawa
Evolutionary and Institutional Economics Review 16, 213-238, 2019
12019
Long memory in trade signs and short memory in Stock prices
K Kuroda, J Maskawa, J Murai
Progress of Theoretical Physics Supplement 194, 11-27, 2012
12012
Estimation of network from meaningful part of cross-correlation matrix
W Souma, J Maskawa, K Fukuda
Proceedings of Applications of Physics in Financial Analysis, Tokyo, Japan, 2009
12009
Empirical study of the market impact in the Tokyo Stock Exchange
J Maskawa
Practical Fruits of Econophysics: Proceedings of the Third Nikkei …, 2006
2006
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