Tsuji Chikashi 辻爾志

… Alternative Names

TSUJI Chikashi 辻爾志

辻爾志ツジチカシ

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Researcher Number	30367990
Other IDs
Affiliation (Current)	2022: 中央大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	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 / Money/ Finance / Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 資本構成 / アセット・プライシング / 行動ファイナンス / 市場効率性 / 投資家心理 / 経済主体の非合理性 / 限定合理性 / 企業金融 / 利益還元政策 / M&A … More / ペッキング・オーダー理論 / トレード・オフ理論 / コーポレート・ファイナンス / 株主構成 / 相互依存（interdependence） / 時系列分析 / 国際連関 / 相互依存(interdependence) / スピルオーバー / 金融市場間の波及・連動性 / 計量分析 / 多変量解析 Less

Research Projects
(5 results)
Research Products
(80 results)

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] Exploring Stock Return Discontinuities in the Japanese Banking Industry2022
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management Research
  
  Volume: 14 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 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 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 Pages: 13-22
- DOI
  10.5430/afr.v10n4p13
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01703
[Journal Article] Size and Operating Profitability Portfolio Returns and Return Premia in Japan---A Tour d’horizon2021
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  Journal of Management Research
  
  Volume: 8 Pages: 1-14
- DOI
  10.11114/ijsss.v8i4.4885
- 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 Analysis of Stock Return Transmission in North and Latin America2019
- Author(s)
  Chikashi Tsuji
- Journal Title
  
  International Journal of Business Administration
  
  Volume: 10 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 Pages: 1-7
- DOI
  10.2174/1874915101205010001
- 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
- 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 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 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 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
[Journal Article] Do Industries Contain Predictive Information for the Fama-French Factors
- Author(s)
  辻爾志
- Journal Title
  
  Quantitative Finance
  
  Volume: (forthcoming)(掲載確定)
- DOI
  10.1080/14697681003762271
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530291

Tsuji Chikashi 辻 爾志

TSUJI Chikashi 辻 爾志

辻 爾志 ツジ チカシ

Research Projects

Research Products

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] Exploring Stock Return Discontinuities in the Japanese Banking Industry2022

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

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[Journal Article] Size and Operating Profitability Portfolio Returns and Return Premia in Japan---A Tour d’horizon2021

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

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[Journal Article] Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management2020

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[Journal Article] An Analysis of Stock Return Transmission in North and Latin America2019

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[Journal Article] Exploring Return Transmission in Asian Stock Markets2019

Tsuji Chikashi 辻爾志

TSUJI Chikashi 辻爾志

辻爾志ツジチカシ