ISAKA Naoto 井坂直人

Researcher Number	00434192
Other IDs
Affiliation (Current)	2025: 上智大学, 国際教養学部, 教授
Affiliation (based on the past Project Information) *help	2009 – 2011: Sophia University, 国際教養学部, 准教授 2006 – 2008: 明星大学, 経済学部, 講師 2006: Meisei University, Department of Economics, Assistant Professor, 経済学部, 専任講師
Review Section/Research Field	Principal Investigator Public finance/Monetary economics Except Principal Investigator Economic theory
Keywords	Principal Investigator イベント・スタディー / マーケット・マイクロストラクチャー / ファイナンス / 経済統計学 / 金融 / 金融論 / 実証ファイナンス / 価格効率性 / 流動性 / 資本コスト … More / 企業価値 / 証券化 / 証券デザイン / 株式収益率 / 株式分割 / くくり直し … More Except Principal Investigator Benchmark / Weather Derivative / Asymmetric Information / Forward-Backward SDE / Stochastic Differential Utility / Optimal contract / Security Design / ファンド運用 / インセンティブ / プリンシパル・エージェント / 前向き-後向き確率微分方 / ベンチマーク / 天候デリバティブ / 情報の非対称性 / 前向き-後向き確率微分方程式 / 確率微分効用 / 最適契約 / 証券デザイン Less

Market microstructure studies of the Japanese securities marketPrincipal Investigator
- Principal Investigator
  
  ISAKA Naoto
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Sophia University
  Meisei University
金融技術と投資家に関するマーケット・マイクロストラクチャー実証分析Principal Investigator
- Principal Investigator
  
  井坂直人
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (Start-up)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Meisei University
On optimal security design and financial contract
- Principal Investigator
  
  OHASHI Kazuhiko
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic theory
- Research Institution
  Hitotsubashi University

All 2012 2011 2009 2008 2007 2005

All Journal Article Presentation Book

[Book] 経済制度の実証分析と設計(全3巻)(林文夫編) 第2巻金融の機能不全,第7章2007
- Author(s)
  井坂直人, 大橋和彦, 齊藤誠
- Total Pages
  36
- Publisher
  勁草書房
- Data Source
  KAKENHI-PROJECT-18830075
[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007
- Author(s)
  井坂直人, 大橋和彦, 斎藤誠
- Publisher
  勁草書房
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Stock price reactions following minimum trading unit reductions and stock splits : Evidence from Japan2012
- Author(s)
  Naoto Isaka, Hiroshi Yoshikawa
- Journal Title
  
  Social Science Research Network
  
  Volume: No.2043144 Pages: 1-24
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] An empirical analysis of order flow prior to the announcement of major negative information2012
- Author(s)
  Naoto Isaka
- Journal Title
  
  Proceedings of the Midwest Finance Association 2012 Annual Meeting
  
  Volume: 1928197 Pages: 1-28
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] An Empirical Analysis of Order Flow prior to the Announcement of Major Negative Information2012
- Author(s)
  Naoto Isaka
- Journal Title
  
  Proceedings of the Midwest Finance Association 2012 Annual Meeting
  
  Volume: ID:1928197 Pages: 1-28
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] Stock price reactions following minimum trading unit reductions and stock splits : Evidence from Japan2012
- Author(s)
  Naoto Isaka, Hiroshi Yoshikawa
- Journal Title
  
  SSRN (Available at Social Science Research Network)
  
  Volume: No.2043144 Pages: 1-24
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] 売買単位引き下げの長期的な影響2012
- Author(s)
  井坂直人
- Journal Title
  
  上智大学学術情報リポジトリ(研究論文)
  
  Pages: 1-23
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] 業績予想修正発表と注文フローに関する実証分析2011
- Author(s)
  井坂直人
- Journal Title
  
  上智大学学術情報リポジトリ(研究論文)
  
  Pages: 1-19
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] On determinants of swap spreads in Japanese ABS markets2011
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi
- Journal Title
  
  Sophia Internationa Review
  
  Volume: Vol.22 Pages: 23-60
- NAID
  120005883744
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] On determinants of swap spreads in Japanese ABS markets2011
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi
- Journal Title
  
  Sophia International Review
  
  Volume: Vol.33 Pages: 23-60
- NAID
  120005883744
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] On determinants of swap spreads in Japanese ABS markets2011
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi
- Journal Title
  
  Sophia International Review 33
  
  Pages: 23-60
- NAID
  120005883744
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] 売買単位の変更と株式収益率2009
- Author(s)
  井坂直人・吉川浩史
- Journal Title
  
  現代ファイナンス
  
  Pages: 3-22
- NAID
  130007528294
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] 売買単位の変更と株式収益率2009
- Author(s)
  井坂直人・吉川浩史
- Journal Title
  
  現代ファイナンス 25巻
  
  Pages: 3-22
- NAID
  130007528294
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] 売買単位の変更と株式収益率2009
- Author(s)
  井坂直人・吉川浩史
- Journal Title
  
  現代ファイナンス 25
  
  Pages: 3-22
- NAID
  130007528294
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20730221
[Journal Article] The Effect of Reductions in Minimum Trading Units on Equity Premiums2008
- Author(s)
  Naoto Isaka, Hiroshi Yoshikawsa
- Journal Title
  
  Meisei UIliversity、Graduate School of Economics and School of Economics, Discussion Paper Series No.10
  
  Pages: 1-28
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] 売買単位の変更と株式収益率2007
- Author(s)
  井坂直人・吉川浩史
- Journal Title
  
  Meisei University, Graduate School of Economics and School of Economics, Discussion Paper Series No.4
  
  Pages: 1-28
- NAID
  130007528294
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] On the information effect of short-sales constraints : Evidence from the Tokyo Stock Exchange2007
- Author(s)
  Naoto Isaka
- Journal Title
  
  Journal of Financial Research (印刷中)
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' subordination as instruments to mitigate adverse selection : Evidence from asset-backed securities issued in Japan2007
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  Center of Excellece, Hitotsubashi University, Discussion Paper Series 2005-121
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] ABS発行市場における劣後引受の役割2007
- Author(s)
  井坂直人, 大橋和彦, 齋藤誠
- Journal Title
  
  「経済制度の実証分析と設計第2巻『金融の機能不全』」第7章(林文夫編)(勁草書房)
  
  Pages: 187-222
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] On the informational effect of short-sales constraints : Evidence from the Tokyo Stock Exchange2007
- Author(s)
  Naoto Isaka
- Journal Title
  
  Journal of Financial Research (forthcoming)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] 投資家の認知度と資本コスト : 日本における最低投資金額引下げからの証左2007
- Author(s)
  井坂直人, 吉川浩史
- Journal Title
  
  Meisei University, Graduate School of Economics and School of Economics, Discussion Paper Series No.4
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] The Role of Subordination in ABS Issuance Markets (In Japanese)2007
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  Chapter 7 in "Empirical Analysis and Design of Economic System"(ed. by Fumio HAYASHI)(Keisou-Shobo) Vol.2
  
  Pages: 187-222
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] On the informational effect of short-sales constraints : Evidence from the Tokyo Stock Exchange2007
- Author(s)
  Naoto Isaka
- Journal Title
  
  Journal of Financial Research forthcoming
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] On the informational effect of short-sales constraints:Evidence from the Tokyo Stock Exchange2007
- Author(s)
  Naoto Isaka
- Journal Title
  
  Journal of Financial Research 30(4)
  
  Pages: 455-471
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18830075
[Journal Article] Originators' Subordination as Instruments to Mitigate AdverseSelection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko, Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No. 121 October 2005
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators' Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series, No.121 October 2005
- Data Source
  KAKENHI-PROJECT-17330041
[Journal Article] Originators'Subordination as Instruments to Mitigate Adverse Selection : Evidence from Asset-backed Securities Issued in Japan2005
- Author(s)
  Naoto Isaka, Kazuhiko Ohashi, Makoto Saito
- Journal Title
  
  COE/RES Discussion Paper Series No.121
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330041
[Presentation] An Empirical Analysis of Order Flow prior to the Announcement of Major Negative Information2012
- Author(s)
  Naoto Isaka
- Organizer
  2012 Midwest Finance Association Annual Meeting
- Place of Presentation
  Sheraton Hotel, New Orleans
- Year and Date
  2012-02-24
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] An empirical analysis of order flow prior to the announcements of major negative information2012
- Author(s)
  Naoto Isaka
- Organizer
  Southwestern Finance Assiciation 2012 Annual Conference
- Place of Presentation
  Sheraton Hotel, New Orleans, U. S. A.
- Year and Date
  2012-03-01
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] An Empirical Analysis of Order Flow prior to the Announcement of Major Negative Information2012
- Author(s)
  Naoto Isaka
- Organizer
  Southwestern Finance Association 2012 Annual Conference
- Place of Presentation
  Sheraton Hotel, New Orleans
- Year and Date
  2012-03-01
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] An empirical analysis of order flow prior to the announcements of major negative information2012
- Author(s)
  Naoto Isaka
- Organizer
  2012 Midwest Finance Association Annual Meeting
- Place of Presentation
  Sheraton Hotel, New Orleans, U. S. A.
- Year and Date
  2012-02-24
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] An empirical analysis of order flow prior to the announcements of negative information2011
- Author(s)
  Naoto Isaka
- Organizer
  The 7th International Conference on Asian Financial Markets
- Place of Presentation
  Nagasaki University
- Year and Date
  2011-12-11
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] An Empirical Analysis of Order Flow prior to the Announcement of Negative Information2011
- Author(s)
  Naoto Isaka
- Organizer
  The 7th International Conference on Asian Financial Markets
- Place of Presentation
  Nagasaki University
- Year and Date
  2011-12-11
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] On determinants of swap spreads in Japanese ABS markets2009
- Author(s)
  Naoto Isaka
- Organizer
  Asian Finance Association International Conference 2009
- Place of Presentation
  Brisbane, Australia
- Year and Date
  2009-07-02
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] On determinants of swap spreads in Japanese ABS markets2009
- Author(s)
  Naoto Isaka
- Organizer
  Asian Finance Association International Conference 2006
- Place of Presentation
  Hilton Hotel, Brisbane, Australia
- Year and Date
  2009-07-02
- Data Source
  KAKENHI-PROJECT-20730221
[Presentation] The Effect of Reductions in Minimumll Trading Units on Equity Premiums2008
- Author(s)
  Naoto Isaka
- Organizer
  Asian FA-NEA2008International Conference
- Place of Presentation
  パシフィコ横浜
- Data Source
  KAKENHI-PROJECT-18830075
[Presentation] 投資家の認知度と資本コスト日本における最低投資金額引下げからの証左2007
- Author(s)
  井坂直人
- Organizer
  日本経済学会春季大会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-03
- Data Source
  KAKENHI-PROJECT-18830075
[Presentation] 投資家の認知度と資本コスト日本における最低投資金額引下げからの証左2007
- Author(s)
  井坂直人
- Organizer
  日本ファイナンス学会
- Place of Presentation
  慶磨義塾大学
- Year and Date
  2007-06-16
- Data Source
  KAKENHI-PROJECT-18830075

1. OHASHI Kazuhiko (50261780)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
2. SAITO Makoto (10273426)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NAKAMURA Nobuhiron (90323899)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. HONDA Toshiki (70303063)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 斎藤誠

# of Collaborated Projects: 0 results

# of Collaborated Products: 6 results

ISAKA Naoto 井坂 直人

Research Projects

Research Products

Co-Researchers

Market microstructure studies of the Japanese securities marketPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

金融技術と投資家に関するマーケット・マイクロストラクチャー実証分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On optimal security design and financial contract

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 経済制度の実証分析と設計(全3巻)(林文夫編) 第2巻 金融の機能不全,第7章2007

Author(s)

Total Pages

Publisher

Data Source

[Book] 経済制度の実証分析と設計 第2巻『金融の機能不全』(第7章)(林文夫 編)(勁草書房)2007

Author(s)

Publisher

Description

Data Source

[Journal Article] Stock price reactions following minimum trading unit reductions and stock splits : Evidence from Japan2012

Author(s)

Journal Title

Data Source

[Journal Article] An empirical analysis of order flow prior to the announcement of major negative information2012

Author(s)

Journal Title

Data Source

[Journal Article] An Empirical Analysis of Order Flow prior to the Announcement of Major Negative Information2012

Author(s)

Journal Title

Data Source

[Journal Article] Stock price reactions following minimum trading unit reductions and stock splits : Evidence from Japan2012

Author(s)

Journal Title

Data Source

[Journal Article] 売買単位引き下げの長期的な影響2012

Author(s)

Journal Title

Data Source

[Journal Article] 業績予想修正発表と注文フローに関する実証分析2011

Author(s)

Journal Title

Data Source

[Journal Article] On determinants of swap spreads in Japanese ABS markets2011

Author(s)

Journal Title

NAID

Data Source

[Journal Article] On determinants of swap spreads in Japanese ABS markets2011

Author(s)

Journal Title

NAID

Data Source

[Journal Article] On determinants of swap spreads in Japanese ABS markets2011

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 売買単位の変更と株式収益率2009

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 売買単位の変更と株式収益率2009

Author(s)

Journal Title

NAID

ISAKA Naoto 井坂直人

[Book] 経済制度の実証分析と設計(全3巻)(林文夫編) 第2巻金融の機能不全,第7章2007

[Book] 経済制度の実証分析と設計第2巻『金融の機能不全』(第7章)(林文夫編)(勁草書房)2007