HIRAYAMA Kenjiro 平山健二郎

Researcher Number	70165207
Other IDs
External Links
Affiliation (based on the past Project Information) *help	2010: 関西学院大学, 経済学部, 教授 1998 – 2000: 関西学院大学, 経済学部, 教授 1987: Department of Commerce, Kansai University, Associate Professor, 商学部, 助教授 1986: 京都産業大学, 経済学部, 助教授
Review Section/Research Field	Principal Investigator Public finance/Monetary economics Except Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics
Keywords	Principal Investigator VAR / stock price / 株価 / 国際連関 / ポートフォリオ調整 / 為替レート / 国際投資 / common shock / International linkage / portfolio adjustment … More / lag structure / structural VAR / 株価(stock prices) / 相互連関(linkage) / 共通ショック(common shock) / ラグ構造(lag structure) / 共和分分析(co-integration) / VEC / international linkage / portfolio adjustments / exchange rates / international investments … More Except Principal Investigator ファイナンス / 行動ファイナンス / 投資家行動 / 個人投資家 / 損失回避行動 / ハーディング / ネット取引 / マクロ計量モデル / 貿易黒字 / 為替レート / 資本移動 / 内需拡大 / 投機的バブル / 期待形成 / 解放マクロ政策 / マクロ計量経済モデル / 国際収支 / 国際金融 / 期待 / Macroeconometric Model / Balance-of-Payments Imbalances / The Exchange Rate / Capital Mobility / Speculative Bubbles / Expectations Formation / Open Macroeconomic Policy Less

Investor behavior in the stock markets focusing on internet transactions
- Principal Investigator
  
  KATO Hideaki
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Nagoya University
Empirical Analysis of International Stock Price LinkagePrincipal Investigator
- Principal Investigator
  
  HIRAYAMA Kenjiro, 筒井義郎
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kwansei Gakuin University
  Osaka University
Trade Surpluses, the Exchange Rate, and Open Macroeconomic Policies Including the Expansion of Domestic Demand -- Theory and Empirical Studies
- Principal Investigator
  
  ONITSUKA Yusuke
- Project Period (FY)
  1986 – 1987
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  The Yokohama National University

All 2010 2009

All Journal Article Book

[Book] 日本の株価-投資家行動と国際連関-2009
- Author(s)
  筒井義郎・平山健二郎
- Total Pages
  382
- Publisher
  東洋経済新報社
- Data Source
  KAKENHI-PROJECT-20330065
[Journal Article] How Fast Do Tokyo Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010
- Author(s)
  Yoshiro Tsutui, Kenjiro Hirayama
- Journal Title
  
  Japanese Economic Review (未定, 印刷中)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330065
[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010
- Author(s)
  Yoshiro Tsutsui, Kenjiro Hirayama
- Journal Title
  
  Japanese Economic Review
  
  Volume: 61(2) Pages: 175-201
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330065
[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data2010
- Author(s)
  Yoshiro Tsutsui and Kenjiro Hirayama
- Journal Title
  
  Japanese Economic Review
  
  Volume: 61(2) Pages: 175-201
- URL
  http://www.iser.osaka-u.ac.jp/coe/dp/pdf/no.10_dp.pdf
- Data Source
  KAKENHI-PROJECT-20330065
[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010
- Author(s)
  Yoshiro Tsutsui, Kenjiro Hirayama
- Journal Title
  
  Japanese Economic Review 61(2)
  
  Pages: 175-201
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330065
[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2009
- Author(s)
  Yoshiro Tsutsui, Kenjiro Hirayama
- Journal Title
  
  Japanese Economic Review. 近刊(刊行確定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20330065

1. TSUTSUI Yoshiro (50163845)

# of Collaborated Projects: 2 results

# of Collaborated Products: 5 results
2. KATO Hideaki (80177435)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NAKAJIMA Hideki (90510214)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. TAKAHASHI Hiroshi (60420478)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. ONITSUKA Yusuke (00028052)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. KUDOH Kazuhisa (00083329)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. AKIYAMA Taro (40167854)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. KANOH Satoru (50114971)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 深尾京司 (30173305)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

HIRAYAMA Kenjiro 平山 健二郎

Research Projects

Research Products

Co-Researchers

Investor behavior in the stock markets focusing on internet transactions

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Empirical Analysis of International Stock Price LinkagePrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Trade Surpluses, the Exchange Rate, and Open Macroeconomic Policies Including the Expansion of Domestic Demand -- Theory and Empirical Studies

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 日本の株価-投資家行動と国際連関-2009

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] How Fast Do Tokyo Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010

Author(s)

Journal Title

Data Source

[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010

Author(s)

Journal Title

Data Source

[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data2010

Author(s)

Journal Title

URL

Data Source

[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2010

Author(s)

Journal Title

Data Source

[Journal Article] How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other? : An Analysis with High-Frequency Data2009

Author(s)

Journal Title

Data Source

HIRAYAMA Kenjiro 平山健二郎