須齋正幸

スサイマサユキ | Susai Masayuki

所属機関・部署：
職名：理事
その他の所属（所属・部署名・職名） (1件)：

研究分野 (2件)：金融、ファイナンス , 公共経済、労働経済

競争的資金等の研究課題 (15件)：

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論文 (14件)：

Alexis Stenfors, 須齋正幸. 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
Alexis Stenfors, 須齋正幸. High-frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets. Journal of Economic Issues. 2018. 52. 2. 385-395
Alexis Stenfors, 須齋正幸. Spoofing and Pinging in Foreign Exchange Market. Working Papers in Economics & Finance. 2018
Alexis Stenfors, 須齋正幸. The Impact of Strategic Limit Order Submissions on Foreign Exchange Market Liquidity. SRN Working Paper Series. 2018
Wang Y, 鳥海, 不二夫, 須齋正幸. An Analysis on the Impact of Group Behavior Bias on Financial Markets by Artificial Market. 2017

MISC (102件)：

Masayuki Susai, Hiroshi Moriyasu. Consistency of risk attitude and other investment behavior of Japanese fund managers. Studies on Financial Markets in East Asia. 2011. 165-180
須齋正幸. Multi Foreign Exchange Rate Relations in Turbulent Market: Lessons from Lehman Shock. Studies on Financial Markets in East Asia. 2011
Masayuki Susai, Hiroshi Moriyasu. Consistency of Risk Attitude and other Investment Behavior of Japanese Fund Managers. Studies on Financial Markets in East Asia. 2011
Masayuki Susai. Multi foreign exchange rate relations in turbulent market: Lessons from Lehman shock. Studies on Financial Markets in East Asia. 2011. 1-18
Masayuki Susai. Empirical Research on the Relations among Duration, Volume and Orderflow with Ultra-High Frequency USD JPY Rate. Proceedings of 22nd Asian-Pacific Conference on International Accounting Issues. 2010

書籍 (3件)：

講演・口頭発表等 (13件)：

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
(The Association for Evolutionary Economics at ASSA Conference 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)

Works (12件)：

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

学歴 (4件)：

学位 (1件)：

経歴 (11件)：

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委員歴 (6件)：

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所属学会 (3件)：

Western Finance Association , 金融学会 , 日本国際経済学会

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須齋 正幸