Rchr
J-GLOBAL ID:200901017448712557   Update date: Jan. 30, 2024

Susai Masayuki

スサイ マサユキ | Susai Masayuki
Affiliation and department:
Job title: Executive Director
Other affiliations (1):
  • 出島リサーチ&コンサルツ  社長
Research field  (2): Money and finance ,  Public economics, labor economics
Research theme for competitive and other funds  (15):
  • 2020 - 2023 Bioethics in AI - Overall Perspective and Direction for Future Researches in This Field
  • 2018 - 2022 情動と資産価格の短期変動:セロトニントランスポーター遺伝子の分布特性に着目して
  • 2014 - 2018 集合行動バイアスに基づく外国為替市場の変動要因分析:実験・実証・人工市場を用いて
  • 2010 - 2014 実験経済学と人工市場・模擬実験市場を用いたGARCH効果の発生メカニズムの解明
  • 2008 - 2012 時間不整合的行動とセルフ・コントロールの有効性
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Papers (14):
  • STENFORS Alexis SUSAI Masayuki. Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. Journal of International Financial Markets, Institutions and Money. 2019. 59. 36-57
  • STENFORS Alexis SUSAI Masayuki. High-frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets. Journal of Economic Issues. 2018. 52. 2. 385-395
  • STENFORS Alexis SUSAI Masayuki. Spoofing and Pinging in Foreign Exchange Market. Working Papers in Economics & Finance. 2018
  • STENFORS Alexis SUSAI Masayuki. The Impact of Strategic Limit Order Submissions on Foreign Exchange Market Liquidity. SRN Working Paper Series. 2018
  • Wang, Y, Toriumi, F SUSAI Masayuki. An Analysis on the Impact of Group Behavior Bias on Financial Markets by Artificial Market. 2017
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MISC (102):
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Books (3):
  • Studies on Financial Markets in East Asia
    World Scientific 2011
  • Studies on Financial Markets in East Asia
    World Scientific 2011
  • 為替レートの経済学
    東洋経済新報社 2001
Lectures and oral presentations  (13):
  • The Impact of Strategic Limit Order Submissions on Foreign Exchange Market
    (The Asian Pacific Association of Derivatives, annual meeting 2018)
  • Central bank interventions and limit order behavior in the foreign exchange market
    (4th Applied Financial Modelling conference 2018)
  • High-frequency trading, liquidity withdrawal and the breakdown of conventions in foreign exchange markets
    (2018)
  • An Analysis on the Impact of Group Behavior Bias on Financial Markets by Artificial Market
    (8th World Finance Conference 2017)
  • The Impact of Large FX Orders on High-frequency Trading Behavior,”
    (International Conference on Economic Theory and Policy 2016)
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Works (12):
  • 実験経済学と人工市場・模擬実験市場を用いたGARCH効果の発生メカニズムの解明
    2010 - 2014
  • AHPによる外為市場のセンチメントの測定と為替ディーラーの投資行動
    2006 - 2010
  • 外国為替ディーラーの雇用形態とボラィリティ
    2001 - 2004
  • 科学研究費補助金 基盤研究 C : 外国為替ディーラーの雇用形態と為替レートのボラティリティに与える影響に関する研究
    2001 - 2004
  • How the type of Fx dealer contract affect the volatility of fore exchange rat
    2001 - 2004
more...
Education (4):
  • - 1993 Waseda University
  • - 1993 Waseda University Graduate School, Division of Commerce
  • - 1985 Waseda University School of Commerce
  • - 1985 Waseda University Faculty of Commerce
Professional career (1):
  • (BLANK) (Waseda University)
Work history (11):
  • 2022/04 - 現在 Shiga University Executive Director
  • 2001/10 - 2022/03 Nagasaki University Faculty of Economics
  • 2016/04 - 2022/02 Shiga University
  • 2015/05 - 2015/05 University of Sydney Business School Visiting Professor
  • 2013/10 - 2014/09 Nagasaki University
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Committee career (6):
  • 2014/04 - 現在 日本学生支援機構 官民協働留学支援プログラム選考委員会
  • 2010/04 - 現在 長崎県 行財政改革懇話 会長
  • 2016/11 - 2017/03 文部科学省 日本人学生の海外危機管理に関する検討会 主査
  • 2014/04 - 2014/10 経済産業省 クレジットカードのネットワークに関する検討会
  • 2013/05 - 2014/03 文部科学省 留学生の戦略的受け入れに関する検討会
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Association Membership(s) (3):
Western Finance Association ,  金融学会 ,  THE JAPAN SOCIETY OF INTERNATIONAL ECONOMICS
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