2

Insider trading with correlation between liquidity trading and a public signal

Nishide, Katsumasa
Journal:
Quantitative Finance
Year:
2009
Language:
english
File:
PDF, 209 KB
english, 2009
5

Concentrated Equilibrium and Intraday Patterns in Financial Markets

Ishii, Ryosuke, Nishide, Katsumasa
Journal:
Applied Mathematical Finance
Year:
2013
Language:
english
File:
PDF, 347 KB
english, 2013
7

Compensation measures for alliance formation: A real options analysis

Katsumasa Nishide, Yuan Tian
Journal:
Economic Modelling
Year:
2011
Language:
english
File:
PDF, 662 KB
english, 2011
8

Regime uncertainty and optimal investment timing

Katsumasa Nishide, Ernesto Kazuhiro Nomi
Journal:
Journal of Economic Dynamics and Control
Year:
2009
Language:
english
File:
PDF, 366 KB
english, 2009
9

Market selection: hungry misers and bloated bankrupts

Katsumasa Nishide, L. C. G. Rogers
Journal:
Mathematics and Financial Economics
Year:
2011
Language:
english
File:
PDF, 236 KB
english, 2011
10

Optimal Time to Exchange Two Baskets

Nishide, Katsumasa, Rogers, L. C. G.
Journal:
Journal of Applied Probability
Year:
2011
Language:
english
File:
PDF, 156 KB
english, 2011
12

Leaders, followers, and equity risk premiums in booms and busts

Goto, Makoto, Nishide, Katsumasa, Takashima, Ryuta
Journal:
Journal of Banking & Finance
Year:
2016
Language:
english
File:
PDF, 1.02 MB
english, 2016
13

Equilibrium pricing of contingent claims in tradable permit markets

Masaaki Kijima, Akira Maeda, Katsumasa Nishide
Journal:
Journal of Futures Markets
Year:
2010
Language:
english
File:
PDF, 212 KB
english, 2010
15

OPTIMAL TIME TO EXCHANGE TWO BASKETS

KATSUMASA NISHIDE and L. C. G. ROGERS
Journal:
Journal of Applied Probability
Year:
2011
Language:
english
File:
PDF, 690 KB
english, 2011
16

Pricing of discount bonds with a Markov switching regime

Elliott, Robert J., Nishide, Katsumasa
Journal:
Annals of Finance
Year:
2014
Language:
english
File:
PDF, 278 KB
english, 2014