HAYAKI SHOKA 早木祥夏

ORCID

Connect your ORCID iD *help

… Alternative Names

Hayaki Shoka 早木祥夏

Less

Researcher Number	50964235
Other IDs
Affiliation (Current)	2026: 神戸大学, 経営学研究科, 准教授
Affiliation (based on the past Project Information) *help	2026: 神戸大学, 経営学研究科, 准教授 2023: 香川大学, 経済学部, 准教授 2022: 香川大学, 経済学部, 講師
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / 0107:Economics, business administration, and related fields
Keywords	Principal Investigator 不均質モデル / リスクとリターンの関係 / グローバル化 / 景気循環 / レジーム転換モデル / 損失回避性 / リスク回避度 / 異時点間CAPM / 習慣形成 / 損失回避 / ヘッジ動機 / リスク・リターン関係 / 資産価格モデル

Research Projects
(2 results)
Research Products
(5 results)

損失回避的消費行動がリスクファクターを生み出すメカニズムの理論と実証Principal Investigator
- Principal Investigator
  
  早木祥夏
- Project Period (FY)
  2026 – 2029
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Kobe University
Time-varying risk-return relationships depending on the state of the economyPrincipal Investigator
- Principal Investigator
  
  Hayaki Shoka
- Project Period (FY)
  2022 – 2023
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Review Section
  
  0107:Economics, business administration, and related fields
- Research Institution
  Kagawa University

All Journal Article Presentation

[Journal Article] The Impact of Individual Loss Aversion on Market Risk-Return Trade-off: A Non-linear Approach2024
- Author(s)
  Shoka Hayaki
- Journal Title
  
  RIEB discussion paper series
  
  Volume: 2024-05 Pages: 1-41
- Open Access
- Data Source
  KAKENHI-PROJECT-22K20166
[Journal Article] TOPIXにおける一貫したリスク・リターン関係2024
- Author(s)
  早木祥夏
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 62(8)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22K20166
[Journal Article] 本邦株式市場におけるリスク・リターン関係とヘッジ動機2023
- Author(s)
  早木祥夏
- Journal Title
  
  RIEB Discussion Paper Series (Japanese)
  
  Volume: DP2023-J03 Pages: 1-28
- Data Source
  KAKENHI-PROJECT-22K20166
[Presentation] The Impact of Individual Loss Aversion on Market Risk-Return Relationships: A Non-linear Approach2023
- Author(s)
  早木祥夏
- Organizer
  一橋南山ファイナンスワークショップ
- Data Source
  KAKENHI-PROJECT-22K20166
[Presentation] 個人の選好と市場のリスク・リターン関係2023
- Author(s)
  早木祥夏
- Organizer
  日本経営財務研究学会西日本部会
- Data Source
  KAKENHI-PROJECT-22K20166