Shiroshita Kengo

Affiliate Master Yamaguchi University

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The Relationship Between Stock Returns at the Peak of the Volatility Index and the Transition of Cumulative Excess Returns

Yamaguchi journal of economics, business administrations & laws Volume 73 Issue 6 pp. 507 - 514

published_at 2025-03-31

Creators : Kinoshita Makoto Shiroshita Kengo Publishers : The Economic Society of Yamaguchi University

The Relationship Between Volatility Indices and Market Timing

Yamaguchi journal of economics, business administrations & laws Volume 73 Issue 1-2 pp. 1 - 23

published_at 2024-07-31

Creators : Kinoshita Makoto Shiroshita Kengo Publishers : The Economic Society of Yamaguchi University

Withdrawal strategy in Japan

Yamaguchi journal of economics, business administrations & laws Volume 69 Issue 6 pp. 1 - 13

published_at 2021-03-31

There is a risk of longevity i.e., the self-funds after retirement may deplete before the end of life. What is needed after retirement is to spend out of self-funds in addition to public pensions while investing self-funds over lifetime without depleting. We analyze a safe withdrawal rate based on varying self-funded amounts every month due to fluctuation in the market. According to this method, there is no longevity risk that self-funds are depleted throughout lifetime.

Creators : Shiroshita Kengo Kinoshita Makoto Publishers : The economic society of Yamaguchi University

Lead-lag relationship between the CDS and the stock market and informed trading : Evidence from the Japanese CDS market

Journal of East Asian studies Volume 17 pp. 41 - 59

published_at 2019-03

Creators : Park Jinwoo Shiroshita Kengo Sun Naili Publishers : 山口大学大学院東アジア研究科

Self-annuitization and safe withdrawal rates

山口経済学雑誌 Volume 65 Issue 6 pp. 369 - 394

published_at 2017-03-31

Creators : Shiroshita Kengo Kinoshita Makoto Publishers : 山口大學經濟學會

Survey reseach of individual investors

山口経済学雑誌 Volume 64 Issue 6 pp. 153 - 166

published_at 2016-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Is it possible 4% rule? : the comparison between Japan and USA

山口経済学雑誌 Volume 62 Issue 1 pp. 15 - 49

published_at 2013-05-31

Creators : Shiroshita Kengo Kinoshita Makoto Publishers : 山口大學經濟學會

The 1st Public Symposium of Graduate School of Economics at Yamaguchi University

東亞経濟研究 Volume 70 Issue 1-2 pp. 1 - 1

published_at 2012-01-31

Creators : 城下賢吾 Publishers : 山口大学東亜経済学会

Analysis of retirement portfolio : Using Monte Carlo simulation and overlapping method

山口経済学雑誌 Volume 60 Issue 6 pp. 631 - 660

published_at 2012-03-31

Creators : Shiroshita Kengo Kinoshita Makoto Publishers : 山口大學經濟學會

Short-sales constraints and stock prices (note)

山口経済学雑誌 Volume 58 Issue 6 pp. 143 - 155

published_at 2010-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Differences of opinion and short-sales constraints : survey research (note)

山口経済学雑誌 Volume 58 Issue 4 pp. 153 - 170

published_at 2010-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Behavioral finance and individual saving behavior : survey study in the USA (Hashimoto commemorative issue) (note)

山口経済学雑誌 Volume 57 Issue 5 pp. 231 - 248

published_at 2009-03

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Behavioral Finance and Puzzle (MATSUYOSHI Commemorative Issue)

山口経済学雑誌 Volume 47 Issue 1 pp. 411 - 438

published_at 1999-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Stock Market over-and under-reaction and Behavioral Finance

山口経済学雑誌 Volume 47 Issue 4 pp. 1147 - 1167

published_at 1999-07-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Stook Market Anomalies and Behavioral Finance

山口経済学雑誌 Volume 49 Issue 2 pp. 265 - 303

published_at 2001-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

The disposition effect of small individual investors

山口経済学雑誌 Volume 52 Issue 4 pp. 661 - 683

published_at 2004-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Stock Information and Stock Change Information : Empirical Analysis

山口経済学雑誌 Volume 49 Issue 5 pp. 799 - 811

published_at 2001-09-30

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Individual Investment Behavior and Disposition Effect : An Experimental Analysis (Kometani Commemorative Issue)

山口経済学雑誌 Volume 53 Issue 5 pp. 473 - 491

published_at 2005-01-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

A Study on the Stock Market Overreaction

山口経済学雑誌 Volume 44 Issue 5-6 pp. 619 - 642

published_at 1996-03-31

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Under-reaction to earnings information and momentum : survey research

山口経済学雑誌 Volume 55 Issue 3 pp. 275 - 294

published_at 2006-09

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Disposition effect

山口経済学雑誌 Volume 55 Issue 6 pp. 985 - 1008

published_at 2007-03

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會

Stock Market Over-and Underreaction

山口経済学雑誌 Volume 46 Issue 1-2 pp. 91 - 121

published_at 1998-01-01

Creators : Shiroshita Kengo Publishers : 山口大學經濟學會