TANIGAWA YASUHIKO 谷川寧彦

… Alternative Names

谷川寧彦タニガワヤスヒコ

TANIGAWA Yasuhiko 谷川寧彦

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Researcher Number	60163622
Other IDs
External Links
Affiliation (Current)	2025: 早稲田大学, 商学学術院, 教授
Affiliation (based on the past Project Information) *help	2017 – 2020: 早稲田大学, 商学学術院, 教授 2007 – 2014: Waseda University, Faculty of Commerce, Professor 2011: 早稲田大学, 商学部, 教授 2007: 早稲田大学, 商学学術院, 准教授 2004 – 2006: 早稲田大学, 商学学術院, 助教授 … More 2004: Waseda University, Faculty of Commerce, Associate Professor, 商学学術院・商学部, 助教授 2003: WASEDA UNIVERSITY, FUCULTY OF COMMERCE, ASSOCIATE PROFESSOR, 商学部, 助教授 1998 – 2002: 大阪大学, 大学院・経済学研究科, 助教授 2001: 大阪大学, 大学院経済学研究科(研究院), 助教授 1996 – 1997: 大阪大学, 経済学部, 助教授 1987 – 1988: 岡山大学, 経済学部, 専任講師 Less
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics / Money/ Finance Except Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics / Business administration / Economic statistics / Civil law
Keywords	Principal Investigator ティック・データ / デリバティブ / 金利メカニズム / 企業の負債構成 / Lasso回帰 / 正規化を伴う分析 / 金融緩和政策 / パネルデータ分析 / 負債の満期構成 / 負債構成 … More / Liquidity / Implied Volatility / Nikkei 225 Options / Market Makers / Volatility Smile / Tick-by-Tick data / 流動性供給 / インプライド・ポラティリティ / 日経平均オプション / マーケット・メーカー / ボラティリティ・スマイル / Execution Probability / Market Order / Limit Order / Market Liquidity / Tick Data / ティックデータ / 執行確率 / 成行注文 / 指値注文 / 市場流動性 / マイクロストラクチャー / マーケット・マイクロストラクチャー / 証券流通市場 / 証券発行市場 / 資産価格理論 / 不完備市場 / Initial and Maintenance Margins / Riskless Arbitrage / Trading Volume / Tobit Analysis / Financial Derivatives / Voluntary Conversion / Convertible Bonds / ロジット分析 / (無リスク)裁定機会 / 証拠金 / 無リスク裁定機会 / 取引数量 / ト-ビット分析 / 権利行使 / 転換社債 / ＢＳオプションモデル / OTCデリバティブズ / デリバティブズ / 種類株式 / OTCデリバティブ / BSオプションモデル / 金利スワップ / 公募社債 / 財務上の特約 / グローバル金融市場 / 金融自由化 / 株主総還元攻策 / 自社株取得・消却 / ライフサイクル仮説 / 株主総還元政策 / 自社株取得 / 自社株消却 / 配当政策 / 経済学 / あいまい性回避 / 企業買収・合併 / ステークホルダー / ファイナンス … More Except Principal Investigator マーケット・マイクロストラクチャー / 不完全データ / Principal Agent Problem / Mutual Share Holding / Main Banks / ユーロ市場 / 証券業と金融業 / 金融業の産業組織 / 金融仲介 / 情報の非対称性 / 本人=代理人問題 / 長期契約 / 株式相互持合い / メインバンク / cost of trading / noise / liquidity provision / cognitive biase / disposition effects / herding / myopic bias / institutional investors / 仮想市場システム / 実験研究 / ガバナンス / 機関投資家行動 / ホームカウントリーバイアス / ノイズトレーダー / ヘッジファンド / インデックス運用 / ハーディング / 行動バイアス / 仮想市場実験 / アンケート調査 / Liquidity Risk / Ordered Categorical Variable / Poisson Regression Model / Calibration / Interest Rate Derivatives / Market Microstructure / Risk Measures / Implied Volatility / インパルス制御 / デリバティブズ / ポートファリオ選択 / システミック・リスク / 決済システム / 計数データ / プロスペクト理論 / ブル性・ベア性 / 確率優位 / メタ・ヒューリスティック / 遺伝アルゴリズム / 流動性リスク / 順序付きカテゴリー説明変数 / Poisson回帰モデル / キャリブレーション / 金利デリバティブ / リスク測度 / implied volatility / Incomplete data / Execution probabilities / Default / Impulse control / Optimal stopping problem / Adaptive portfolio / Index funds / Asset pricing / クロスセクション / 時系列 / 資本構成 / 指値注文 / 最適ヘッジ / 転換社債 / 信用リスク / 経営科学 / 執行確率 / 債務不履行 / インパルス・コントロール / 最適停止問題 / 適応的ポートフォリオ / インデックス・ファンド / 資産価格理論 / ボラティリティ / リスク管理 / 金融リスク / 高頻度データ解析 / 計量ファイナンス / 社債管理者 / エクィティ型金融商品 / 株式内容の事後的変更 / 自己株式の取得 / 証券市場規制 / 会社法 / 財務制限条項 / 親子上場 / 新株予約権 / 種類株式 / 自己株式取得 / エクィティ・ファイナンス Less

Debt and its Maturity StructurePrincipal Investigator
- Principal Investigator
  
  TANIGAWA YASUHIKO
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Waseda University
Economics of creating new financial products and of providing their transaction opportunitiesPrincipal Investigator
- Principal Investigator
  
  TANIGAWA YASUHIKO
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
Issues related to financial risk measurement and its statistical inference
- Principal Investigator
  
  OYA Kosuke
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University
The Interaction between Company Law and Securities Regulations on Deregulation of Financial Regulations of Listing Corporations
- Principal Investigator
  
  YOSHIMOTO Kenichi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Civil law
- Research Institution
  Osaka University
Corporate Payout Policy : Empirical investigationPrincipal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
A Stakeholder Theory of FirmsPrincipal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
Behavioral Biases among Institutional Investors and Price Mechanism of Japanese Securities Market : Fusion of Survey and Experimental Study Approaches
- Principal Investigator
  
  UNO Jun
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
Transaction Cost Savings with Stock Index Options and Liquidities provided by Securities DealersPrincipal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  2003 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
TOTAL STUDY ON QUANTIFICATION OF CREDIT RISK AND ITS APPLICATIONS
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Estimation of liquidity-providing costs with tick-by-tick transaction dataPrincipal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  2001 – 2002
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Studies on Modeling for of Credit Risk Valuation
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  Business administration
- Research Institution
  Osaka University
Roles of Securities Houses for Market Incompleteness and Asset PricingPrincipal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Empirical Studies on Exercises of the Japanese Convertible Bonds.Principal Investigator
- Principal Investigator
  
  TANIGAWA Yasuhiko
- Project Period (FY)
  1996 – 1997
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Japanese Corporate Finance in the Light of Recent Developments in Principal Agent Problems
- Principal Investigator
  
  ARIGA Kenn
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kyoto University

All 2014 2012 2011 2009 2008 2007 2005 2004 Other

All Journal Article Presentation Book

[Book] 会社法における種類株式設計の柔軟化とそのコスト『企業統治分析のフロンティア』(宮島英昭編)2008
- Author(s)
  谷川寧彦,久保田安彦
- Publisher
  日本評論社
- Data Source
  KAKENHI-PROJECT-18530246
[Book] M&Aにおける株式持合いの意味『検証:日本の敵対的買収』(新井富雄・日本経済研究センター編)2007
- Author(s)
  谷川寧彦
- Total Pages
  243
- Publisher
  日本経済新聞出版社
- Data Source
  KAKENHI-PROJECT-18530246
[Journal Article] 自社株取得とその消却2012
- Author(s)
  谷川寧彦
- Journal Title
  
  早稲田商学
  
  Volume: 431 Pages: 413-434
- Data Source
  KAKENHI-PROJECT-21530316
[Journal Article] Dividend Policy in Japan : a break in 20042011
- Author(s)
  Tanigawa, Yasuhiko
- Journal Title
  
  Waseda Business & Economics Studies
  
  Volume: 47 Pages: 67-81
- Data Source
  KAKENHI-PROJECT-21530316
[Journal Article] Dividend Policy in Japan : a break in 20042011
- Author(s)
  Yasuhiko Tanigawa
- Journal Title
  
  Waseda Business & Economics Studies
  
  Volume: No.47 Pages: 67-81
- Data Source
  KAKENHI-PROJECT-21530316
[Journal Article] 会社法における種類株式設計の柔軟化とそのコスト2009
- Author(s)
  谷川寧彦
- Journal Title
  
  商学研究科紀要 No.68
  
  Pages: 1-13
- NAID
  120002205913
- Data Source
  KAKENHI-PROJECT-18530246
[Journal Article] 会社法における種類株式設計の柔軟化とそのコスト2009
- Author(s)
  谷川寧彦
- Journal Title
  
  商学研究科紀要第68号
  
  Pages: 1-13
- NAID
  120002205913
- Data Source
  KAKENHI-PROJECT-18530246
[Journal Article] M＆Aにおける株式持合いの意味-経営権が移転する株価レベルは正しいのか-2007
- Author(s)
  谷川寧彦
- Journal Title
  
  『業界大再編時代のM＆A』(社)日本経済研究センター,M＆Aと企業経営研究会報告書
  
  Pages: 99-120
- Data Source
  KAKENHI-PROJECT-18530246
[Journal Article] ボラティリティ・スマイルとスプレッド2005
- Author(s)
  谷川寧彦
- Journal Title
  
  早稲田商学 406
  
  Pages: 435-461
- NAID
  120000789695
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] Tick Data Analysis of Volatility Smile in NK225 Options (in Japanese)2005
- Author(s)
  Yasuhiko TANIGAWA
- Journal Title
  
  Waseda Commercial Review Vol.406
  
  Pages: 435-461
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] 再建中企業の証券流通市場の整備に関する研究2004
- Author(s)
  谷川寧彦
- Journal Title
  
  大銀協フォーラム研究助成論文 8
  
  Pages: 1-28
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] 再建中企業の証券流通市場の整備に関する研究2004
- Author(s)
  谷川寧彦
- Journal Title
  
  大銀協フォーラム研究助成成果報告書 vol.8
  
  Pages: 1-21
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] ランチタイムの取引所外取引について2004
- Author(s)
  谷川寧彦
- Journal Title
  
  ファイナンシャルレビュー 70
  
  Pages: 29-49
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] Organizing a Secondary Market for Securities of Companies under Restructuring (in Japanese)2004
- Author(s)
  Yasuhiko TANIGAWA
- Journal Title
  
  Dai-Ginkyo Forum Vol.8
  
  Pages: 1-28
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] Off-Exchange Stock Trading during Lunchtime Breaks of the Tokyo Stock Exchange (in Japanese with English Abstract)2004
- Author(s)
  Yasuhiko TANIGAWA
- Journal Title
  
  Financial Review Vol.70
  
  Pages: 29-49
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15530212
[Journal Article] When Do Noise Traders Affect Stock Prices? An Experimental Study
- Author(s)
  Tanigawa, Yasuhiko, Shinichi Hirota
- Journal Title
  
  Waseda University Institute of Finance Working Paper Series (forthcoming)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330075
[Presentation] Freedom of "stock design" in the listed corporations: a comparison between Italy and Japan2014
- Author(s)
  Yasuhiko TANIGAWA
- Organizer
  Research Seminar in Law, University of Milan.
- Place of Presentation
  University of Milan (ミラノ，イタリア)
- Year and Date
  2014-12-12
- Invited
- Data Source
  KAKENHI-PROJECT-24653076
[Presentation] Covenants and Collateral in Japanese Corporate Straight Bonds: Choice and Yield Spread2014
- Author(s)
  Yasuhiko TANIGAWA
- Organizer
  日本経済学会2014年度秋季大会
- Place of Presentation
  西南学院大学 (福岡県福岡市)
- Year and Date
  2014-10-12
- Data Source
  KAKENHI-PROJECT-24653076
[Presentation] コントロールプレミアムについて2007
- Author(s)
  谷川寧彦
- Organizer
  慶應義塾大学経営管理学会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2007-11-12
- Data Source
  KAKENHI-PROJECT-18530246
[Presentation] コントロールプレミアムについて2007
- Author(s)
  谷川寧彦
- Organizer
  慶應義塾大学経営管理学会
- Place of Presentation
  慶應義塾大学
- Year and Date
  2007-11-12
- Data Source
  KAKENHI-PROJECT-18530246

1. OHNISHI Masamitsu (10160566)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
2. OYA Kosuke (20233281)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
3. NISHINA Kazuhiko (30094311)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. TABATA Yoshio (30028047)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. YOSHIMOTO Kenichi (80031863)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. SUENAGA Toshikazu (30093909)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. KUBOTA Yasuhiko (30298096)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. MATSUNAKA Manabu (20518039)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. SAITO Takuji (60454469)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. MAGHREBI Nabil (20283947)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. UBUKATA Masato (00467507)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. ISHIDA Isao (20361579)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. FUKASAWA Masaaki (70506451)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. UNO Jun (00349218)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. SUTO Megumi (10206568)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. HIROTA Shinichi (40238415)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
18. SUSAI Masayuki (40206454)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. MORIYASU Hiroshi (10304924)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. ARIGA Kenn (60159506)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. IKEO Kazuhito (00135930)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

TANIGAWA YASUHIKO 谷川 寧彦

谷川 寧彦 タニガワ ヤスヒコ

TANIGAWA Yasuhiko 谷川 寧彦

Research Projects

Research Products

Co-Researchers

Debt and its Maturity StructurePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Economics of creating new financial products and of providing their transaction opportunitiesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Issues related to financial risk measurement and its statistical inference

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Interaction between Company Law and Securities Regulations on Deregulation of Financial Regulations of Listing Corporations

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Corporate Payout Policy : Empirical investigationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A Stakeholder Theory of FirmsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Behavioral Biases among Institutional Investors and Price Mechanism of Japanese Securities Market : Fusion of Survey and Experimental Study Approaches

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Transaction Cost Savings with Stock Index Options and Liquidities provided by Securities DealersPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

TOTAL STUDY ON QUANTIFICATION OF CREDIT RISK AND ITS APPLICATIONS

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Estimation of liquidity-providing costs with tick-by-tick transaction dataPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Studies on Modeling for of Credit Risk Valuation

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Roles of Securities Houses for Market Incompleteness and Asset PricingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Empirical Studies on Exercises of the Japanese Convertible Bonds.Principal Investigator

Principal Investigator

TANIGAWA YASUHIKO 谷川寧彦

谷川寧彦タニガワヤスヒコ

TANIGAWA Yasuhiko 谷川寧彦