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):
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
- 2006 - 2010 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バイアスの研究
- 2006 - 2009 Empirical Analysis of the Effect of Chinese RMB Transmission to Flexible Foreign Exchange Rate System on Trade Relations in Asian Region
- 2005 - 2008 わが国証券市場の機能と投資家の行動バイアス:アンケート調査と実験の融合による研究
- 2005 - 2008 Theoretical and empirical study on the labor dispute solution system of justice and administration
- 2004 - 2007 Environmental impact diffusion by fragmentation trade of east Asia and international environmental technological policy
- 2001 - 2005 外国為替ディーラーの雇用形態が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
- 2000 - 2004 高頻度データを用いた外国為替市場のミクロ構造に関する研究
- 1998 - 2000 為替相場のマ-ケットマイクロストラクチャ-モデルと超高頻度デ-タ実証分析
- 1996 - 1997 時系列分析手法を用いたValue at Riskの検証と銀行のリスク管理手法
- Market Microstructure in Foreign Exchange Market
Show all
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
more...
MISC (102):
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)
more...
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
- 2008/04 - 2013/09 Nagasaki University
- 2006/04 - 2007/03 Nagasaki University
- 2005/04 - 2006/03 Nagasaki University
- 1994/04 - 2001/09 Nagasaki University Faculty of Economics
- 1998/03 - 1999/09 University of California at Berkeley Haas School of Business Visiting Fellow
- 1993/04 - 1994/03 Nagasaki University Faculty of Economics
Show all
Committee career (6):
Association Membership(s) (3):
Western Finance Association
, 金融学会
, THE JAPAN SOCIETY OF INTERNATIONAL ECONOMICS
Return to Previous Page