Tsuji Chikashi 辻爾志

… Alternative Names

辻爾志ツジチカシ

TSUJI Chikashi 辻爾志

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Researcher Number	30367990
Other IDs
Affiliation (Current)	2025: 中央大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2023: 中央大学, 経済学部, 教授 2013 – 2021: 中央大学, 経済学部, 教授 2011 – 2012: 筑波大学, システム情報系, 准教授 2009 – 2010: University of Tsukuba, 大学院・システム情報工学研究科, 准教授 2007: University of Tsukuba, 大学院・システム情報工学研究科, 准教授 2005 – 2006: 立命館大学, 経営学部, 講師
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Basic Section 07060:Money and finance-related / Money/ Finance
Keywords	Principal Investigator アセット・プライシング / 資本構成 / 市場効率性 / 行動バイアス / 最適ポートフォリオ / 適応的市場仮説 / AI / 多変量解析 / 計量分析 / 金融市場間の波及・連動性 … More / スピルオーバー / 相互依存(interdependence) / 国際連関 / 時系列分析 / 相互依存（interdependence） / 株主構成 / コーポレート・ファイナンス / トレード・オフ理論 / ペッキング・オーダー理論 / M&A / 利益還元政策 / 企業金融 / 限定合理性 / 経済主体の非合理性 / 投資家心理 / 行動ファイナンス Less

Research Projects
(6 results)
Research Products
(83 results)

行動バイアスとAIを考慮した日米における市場効率性と適応的市場仮説に関する研究Principal Investigator
- Principal Investigator
  
  辻爾志
- Project Period (FY)
  2023 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chuo University
Studies on international spillovers of asset price fluctuations in financial marketsPrincipal Investigator
- Principal Investigator
  
  Tsuji Chikashi
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chuo University
Empirical study of interdependence between different types of asset classes in international financial marketsPrincipal Investigator
- Principal Investigator
  
  Tsuji Chikashi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Chuo University
Empirical study of the capital structure of the US and Japanese firmsPrincipal Investigator
- Principal Investigator
  
  TSUJI Chikashi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Chuo University
  University of Tsukuba
Theories and Empirical Studies on Behavioral Corporate FinancePrincipal Investigator
- Principal Investigator
  
  TSUJI Chikashi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba
行動ファイナンスに関する理論と実証Principal Investigator
- Principal Investigator
  
  辻爾志
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  University of Tsukuba
  Ritsumeikan University

[Book] International Business and Finance Issues(Alan N. Kendall(Ed.)2007
- Author(s)
  Chikashi TSUJI
- Publisher
  Nova Science Publishers, Inc
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Dynamic Optimization for Equity and Dollar Asset: The Case of Japan2024
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Modern Economy
  
  Volume: 15
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K01473
[Journal Article] An Inquiry into the Optimal Portfolio for Equity and Real Estate in Japan2024
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  iBusiness
  
  Volume: 16
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K01473
[Journal Article] Bitcoin and Stock Returns: An Empirical Study2023
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  iBusiness
  
  Volume: 15 Issue: 02 Pages: 147-153
- DOI
  10.4236/ib.2023.152011
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-23K01473
[Journal Article] Exploring Stock Return Discontinuities in the Japanese Banking Industry2022
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management Research
  
  Volume: 14 Issue: 1 Pages: 37-45
- DOI
  10.5296/jmr.v14i1.19689
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Stock Return Jumps and Tail Risk Assessment: The Case of European Non-Euro Banking Sectors2022
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Business Research
  
  Volume: 15 Issue: 5 Pages: 53-62
- DOI
  10.5539/ibr.v15n5p53
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Returns and Return Premia of Size and Investment Portfolios in Japan---A Conspectus2021
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Modern Economy
  
  Volume: 12 Issue: 04 Pages: 869-877
- DOI
  10.4236/me.2021.124043
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Spillovers and Dynamic Correlations between REITs, Exchange Rates, and Equities in Japan2021
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Accounting and Finance Research
  
  Volume: 10 Issue: 4 Pages: 13-22
- DOI
  10.5430/afr.v10n4p13
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] New evidence on dynamic interactions between biofuel crops, crude oil, and US and European equities---A quinquevariate approach2020
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Fuel
  
  Volume: 277 Pages: 117765-117765
- DOI
  10.1016/j.fuel.2020.117765
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management2020
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 70 Pages: 101392-101392
- DOI
  10.1016/j.irfa.2019.101392
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] An Overview of Stock Portfolio Returns and Return Premia in Japan: The Case of Size and Book-to-Market Portfolios2020
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Journal of Social Science Studies
  
  Volume: 8 Issue: 4 Pages: 39-50
- DOI
  10.11114/ijsss.v8i4.4885
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] An Analysis of Stock Return Transmission in North and Latin America2019
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Journal of Business Administration
  
  Volume: 10 Issue: 6 Pages: 14-21
- DOI
  10.5430/ijba.v10n6p14
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Exploring Return Transmission in Asian Stock Markets2019
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management Research
  
  Volume: 11 Issue: 4 Pages: 48-59
- DOI
  10.5296/jmr.v11i4.15533
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Volatility Regime and Equity Portfolio Return: Evidence from Europe2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Applied Economics and Finance
  
  Volume: 5 Issue: 3 Pages: 1-7
- DOI
  10.11114/aef.v5i3.3071
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Corporate Investment and Portfolio Returns in Japan: A Markov Switching Approach2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management and Strategy
  
  Volume: 9 Issue: 2 Pages: 1-7
- DOI
  10.5430/jms.v9n2p1
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Value Premium and Portfolio Return Regime: Evidence from European Equities2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Modern Economy
  
  Volume: 9 Issue: 03 Pages: 434-442
- DOI
  10.4236/me.2018.93028
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Applied Energy
  
  Volume: 229 Pages: 1202-1217
- DOI
  10.1016/j.apenergy.2018.08.008
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Structural Breaks and Volatility Persistence of Stock Returns: Evidence from the US and UK Equity Markets2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Applied Economics and Finance
  
  Volume: 5 Issue: 6 Pages: 76-83
- DOI
  10.11114/aef.v5i6.3690
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Economic Modelling
  
  Volume: 74 Pages: 167-185
- DOI
  10.1016/j.econmod.2018.05.007
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] How Are Structural Breaks Related to Stock Return Volatility Persistence? Evidence from China and Japan2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Modern Economy
  
  Volume: 9 Issue: 10 Pages: 1635-1643
- DOI
  10.4236/me.2018.910102
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] An Investigation of the Predictive Speed of the UK VIX for the Downside Risk in European Equity Markets2018
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Business Research
  
  Volume: 11 Issue: 12 Pages: 18-25
- DOI
  10.5539/ibr.v11n12p18
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] A Quantitative Investigation of the Time-varying Beta of the International CAPM: The Case of North American and European Equity Portfolios2017
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management Research
  
  Volume: 9 Issue: 2 Pages: 104-112
- DOI
  10.5296/jmr.v9i2.10937
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] A Robust Estimation of the CAPM with a Heavy-tailed Distribution2017
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Journal of Social Science Studies
  
  Volume: 5 Issue: 5 Pages: 79-86
- DOI
  10.11114/ijsss.v5i5.2362
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] How Can We Interpret the Estimates of the Full BEKK Model with Asymmetry? The Case of French and German Stock Returns2017
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Business and Economic Research
  
  Volume: 7 Issue: 2 Pages: 342-351
- DOI
  10.5296/ber.v7i2.12071
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Forecasting Large Price Declines of the Nikkei Using the S&P 500 Implied Volatility2017
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Journal of Business Administration
  
  Volume: 8 Issue: 1 Pages: 58-64
- DOI
  10.5430/ijba.v8n1p58
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] An Exploration of the Time-varying Beta of the International Capital Asset Pricing Model: The Case of the Japanese and the Other Asia-Pacific Stock Markets2017
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Accounting and Finance Research
  
  Volume: 6 Issue: 2 Pages: 86-93
- DOI
  10.5430/afr.v6n2p86
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] A Non-linear Estimation of the Capital Asset Pricing Model: The Case of Japanese Automobile Industry Firms2017
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Applied Finance and Accounting
  
  Volume: 3 Issue: 2 Pages: 20-26
- DOI
  10.11114/afa.v3i2.2331
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Does the CBOE Volatility Index Predict Downside Risk at the Tokyo Stock Exchange?2017
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Business Research
  
  Volume: 10 Issue: 3 Pages: 1-7
- DOI
  10.5539/ibr.v10n3p1
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Dynamic Relations of Consumer Prices: A Case Study of Recent Effects on the Japanese Headline CPI2016
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Journal of Social Science Studies
  
  Volume: 3 Issue: 2 Pages: 28-39
- DOI
  10.5296/jsss.v3i2.8991
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Effects of the Japanese Stock Market on Canadian Value Stocks2016
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management and Strategy
  
  Volume: 7
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Effects of the Japanese Stock Market on Canadian Value Stocks2016
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Journal of Management and Strategy
  
  Volume: 7 Issue: 2 Pages: 21-30
- DOI
  10.5430/jms.v7n2p21
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Financial Behavior of the Japanese Firms: Before and After the US Lehman Shock2015
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Archives of Business Research
  
  Volume: 3 Issue: 2 Pages: 13-19
- DOI
  10.14738/abr.32.1011
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] An Empirical Approach to Modeling the Term Structure of the Japanese Government Bond Yields2015
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management and Sustainability
  
  Volume: 5 Issue: 2 Pages: 24-30
- DOI
  10.5539/jms.v5n2p24
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] How Did the Profitability of the Japanese Firms Change? Before, During, and After the Lehman Shock in the US2015
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Business and Management Research
  
  Volume: 4 Issue: 1 Pages: 74-82
- DOI
  10.5430/bmr.v4n1p74
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] Exchange Rate Effects on Equity Prices: The Recent Case from Japan2015
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Business and Management Research
  
  Volume: 4 Issue: 4 Pages: 1-12
- DOI
  10.5430/bmr.v4n4p1
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-15K03552
[Journal Article] Equity Ownership and Capital Structure: Evidence from the Firms in the Nikkei 225 Stock Index2014
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Journal of Economics and Finance
  
  Volume: 6 Issue: 3 Pages: 55-63
- DOI
  10.5539/ijef.v6n3p55
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] Exploring the Financial Ratios: The Case Study of the Famed Chemical Industry Firms in the US2014
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Case Studies in Business and Management
  
  Volume: 1 Issue: 2 Pages: 11-21
- DOI
  10.5296/csbm.v1i2.6434
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] Capital Structure, Turnover, and Stock Return: The Case of the Firms in the Nikkei 2252014
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Journal of Management and Sustainability
  
  Volume: 4 Issue: 1 Pages: 84-95
- DOI
  10.5539/jms.v4n1p84
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] An Overview of the Corporate Capital Structure in the Industries at the Tokyo Stock Exchange2014
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Business Research
  
  Volume: 7 Issue: 2 Pages: 100-112
- DOI
  10.5539/ibr.v7n2p100
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] An Empirical Comparison of the Corporate Financing Behavior: The Case Study of the Major US and Japanese Firms in the Electrical-related Industries2014
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Finance and Banking
  
  Volume: 1 Issue: 2 Pages: 18-29
- DOI
  10.5296/ifb.v1i2.6696
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] The Market Valuation Hypothesis of Dividend Policy: New Evidence from Japan2013
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Research in Applied Economics
  
  Volume: Vol.5 Issue: 1 Pages: 54-76
- DOI
  10.5296/rae.v5i1.3412
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] Corporate Solvency and Capital Structure: The Case of the Electric Appliances Industry Firms of the Tokyo Stock Exchange2013
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Journal of Economics and Finance
  
  Volume: 5 Issue: 6 Pages: 46-54
- DOI
  10.5539/ijef.v5n6p46
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] Corporate Profitability and Capital Structure: The Case of the Machinery Industry Firms of the Tokyo Stock Exchange2013
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Journal of Business Administration
  
  Volume: 4 Issue: 3 Pages: 14-21
- DOI
  10.5430/ijba.v4n3p14
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] An Investigation of Comprehensive Income and Firm Performance: The Case of the Electric Appliances Industry of the Tokyo Stock Exchange2013
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Accounting and Finance Research
  
  Volume: Vol.2 Issue: 2 Pages: 29-35
- DOI
  10.5430/afr.v2n2p29
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530341
[Journal Article] A Discussion on the Signaling Hypothesis of Dividend Policy2012
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  The Open Business Journal
  
  Volume: 5 Issue: 1 Pages: 1-7
- DOI
  10.2174/1874915101205010001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Do Industries Contain Predictive Information for the Fama-French Factors2012
- Author(s)
  辻爾志
- Journal Title
  
  Quantitative Finance
  
  Volume: (forthcoming)(掲載確定) Issue: 6 Pages: 969-991
- DOI
  10.1080/14697681003762271
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] An International Survey of the Evidence on the Pecking Order Theory of Corporate Financing2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Business and Economics Research
  
  Volume: 1 Issue: 1
- DOI
  10.5296/ber.v1i1.952
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Recent Development of the Agency Theory and Capital Structure2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Economics and Finance Review
  
  Volume: 1 Pages: 94-99
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] An International Survey of the Evidence on the Pecking Order Theory of Corporate Financing2011
- Author(s)
  辻爾志
- Journal Title
  
  Business and Economics Research
  
  Volume: 1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Do the Japanese Machinery Industry Corporations Cater to the Dividend Demand2011
- Author(s)
  辻爾志
- Journal Title
  
  Annual Report on the Muiti Use Social and Econonic Data Bank
  
  Volume: 88 Pages: 73-88
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] A Test of Dividend Policy : The Case of the Japanese Machinery Industry Firms2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  International Journal of Economics and Finance
  
  Volume: 3 Issue: 3 Pages: 119-13
- DOI
  10.5539/ijef.v3n3p119
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Exploring the Priced Factors in ICAPM in Japan2011
- Author(s)
  辻爾志
- Journal Title
  
  Modern Economy
  
  Volume: 2 Issue: 04 Pages: 701-705
- DOI
  10.4236/me.2011.24078
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] A Survey of the Trade-off Theory of Corporate Financing2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Business and Management Review
  
  Volume: 1 Pages: 102-107
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Exploring the Corporate Dividend Payment Behavior of the Japanese Chemicals Industry Firms2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  The Open Business Journal
  
  Volume: 4 Issue: 1 Pages: 1-13
- DOI
  10.2174/1874915101104010001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Do the Japanese Machinery Industry Corporations Cater to the Dividend Demand2011
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Annual Report on the Multi Use Social and Economic Data Bank
  
  Volume: 88 Pages: 73-88
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] What are the Determinants of Dividend Policy? The Case of the Japanese Electrical Appliances Industry2010
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Business and Economics Journal, Vol
- URL
  http://astonjournals.com/manuscripts/Vol2010/BEJ-9_Vol2010.pdf
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] A Test of the Catering Theory of Dividends : The Case of the Japanese Electric Appliances Industry2010
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Journal of Management Research
  
  Volume: 2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Testing the Catering Theory of Dividends : The Case of the Japanese Chemicals Industry2010
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Interdisciplinary Journal of Contemporary Research in Business
  
  Volume: 2 Pages: 168-184
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] What are the Determinants of Dividend Policy? The Case of the Japanese Electrical Appliances Industry2010
- Author(s)
  辻爾志
- Journal Title
  
  Business and Economics Journal
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Extracting Factors from Industries to Predict the Value and Size Premia : The US Case2010
- Author(s)
  辻爾志
- Journal Title
  
  Annual Report on the Multi Use Social and Economic Data Bank
  
  Volume: 87 Pages: 99-119
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] The Limits of Standard Risk and Macroeconomic Factors in Explaining the Return Premia : Evidence from the Tokyo Stock Exchange2010
- Author(s)
  辻爾志
- Journal Title
  
  International Business Research
  
  Volume: 3 Pages: 80-96
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] In Search of the Economic Meaning and Role of the Fama-French Factors in Japan : Implications for Investment Management2010
- Author(s)
  辻爾志
- Journal Title
  
  The Open Management Journal
  
  Volume: 3 Pages: 1-15
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] A Test of the Catering Theory of Dividends : The Case of the Japanese Electric Appliances Industry2010
- Author(s)
  辻爾志
- Journal Title
  
  Journal of Management Research
  
  Volume: 2
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Can We Resurrect the CAPM in Japan? Evaluating Conditional Asset Pricing Models by Incorporating Time-varying Price of Risk2009
- Author(s)
  辻爾志
- Journal Title
  
  Research in Applied Economics VOL.1
  
  Pages: 1-32
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Are Investment Strategies Exploiting Option Investor Sentiment Profitable? Evidence from Japan2009
- Author(s)
  辻爾志
- Journal Title
  
  International Journal of Business and Management VOL.4
  
  Pages: 92-105
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] The Anomalous Stock Market Behavior of Big and Low Book-to-Market Equity Firms in April : New Evidence from Japan2009
- Author(s)
  辻爾志
- Journal Title
  
  The Open Business Journal VOL.2
  
  Pages: 54-63
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Consumption, Aggregate Wealth, and Expected Stock Returns in Japan2009
- Author(s)
  辻爾志
- Journal Title
  
  International Journal of Economics and Finance VOL.1
  
  Pages: 123-133
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291
[Journal Article] Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model2007
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics Letters 3
  
  Pages: 77-83
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Discussion on the Fama-French model2007
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 46
  
  Pages: 47-62
- NAID
  40015532761
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Forecasting real economic growth from financial markets: An international comparison with the case of Japan2007
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Journal 1
  
  Pages: 61-89
- NAID
  40016324218
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] What macro-innovation risks really are priced in Japan?2007
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics 17
  
  Pages: 1085-1099
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Overreactions in the options markets in Japan2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics Letters 2(2)
  
  Pages: 115-121
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Does investors' sentiment predict stock price changes? With analyses of naive extrapolation and the salience hypothesis in Japan2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics Letters 2(6)
  
  Pages: 353-359
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Exploiting the Multivariate GARCH Model for the Analyses of Financial Markets2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 45(3)
  
  Pages: 115-128
- NAID
  40015149985
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Markov switching approach to the dynamics of the macroeconomy and the financial markets2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 45(1)
  
  Pages: 27-42
- NAID
  40007350234
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Application of the SETAR Model to Financial Markets2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 45(2)
  
  Pages: 71-85
- NAID
  40007426467
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Does EVA beat earnings and cash flow in Japan?2006
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics 16(16)
  
  Pages: 1199-1216
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] The credit-spread puzzle2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Journal of International Money and Finance 24(7)
  
  Pages: 1073-1089
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Are investors rational in international bond markets?2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics Letters 1(3)
  
  Pages: 169-175
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Does the term structure predict real economic activity in Japan?2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Applied Financial Economics Letters 1(4)
  
  Pages: 249-257
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] The limits of EVA2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 44(3)
  
  Pages: 87-98
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] Economic forces and the equity market2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Social System Studies 11
  
  Pages: 17-36
- NAID
  110004613686
- Data Source
  KAKENHI-PROJECT-17730214
[Journal Article] The international evidence for the expectation hypothesis2005
- Author(s)
  Chikashi TSUJI
- Journal Title
  
  Ritsumeikan Business Review 44(1)
  
  Pages: 73-83
- NAID
  40006826546
- Data Source
  KAKENHI-PROJECT-17730214

Tsuji Chikashi 辻 爾志

辻 爾志 ツジ チカシ

TSUJI Chikashi 辻 爾志

Research Projects

Research Products

行動バイアスとAIを考慮した日米における市場効率性と適応的市場仮説に関する研究Principal Investigator

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Studies on international spillovers of asset price fluctuations in financial marketsPrincipal Investigator

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Empirical study of interdependence between different types of asset classes in international financial marketsPrincipal Investigator

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Empirical study of the capital structure of the US and Japanese firmsPrincipal Investigator

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Theories and Empirical Studies on Behavioral Corporate FinancePrincipal Investigator

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行動ファイナンスに関する理論と実証Principal Investigator

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[Book] International Business and Finance Issues(Alan N. Kendall(Ed.)2007

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[Journal Article] Dynamic Optimization for Equity and Dollar Asset: The Case of Japan2024

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[Journal Article] An Inquiry into the Optimal Portfolio for Equity and Real Estate in Japan2024

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[Journal Article] Bitcoin and Stock Returns: An Empirical Study2023

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DOI

Data Source

[Journal Article] Exploring Stock Return Discontinuities in the Japanese Banking Industry2022

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DOI

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[Journal Article] Stock Return Jumps and Tail Risk Assessment: The Case of European Non-Euro Banking Sectors2022

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[Journal Article] Returns and Return Premia of Size and Investment Portfolios in Japan---A Conspectus2021

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DOI

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[Journal Article] Spillovers and Dynamic Correlations between REITs, Exchange Rates, and Equities in Japan2021

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DOI

Data Source

[Journal Article] New evidence on dynamic interactions between biofuel crops, crude oil, and US and European equities---A quinquevariate approach2020

Author(s)

Tsuji Chikashi 辻爾志

辻爾志ツジチカシ

TSUJI Chikashi 辻爾志