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池田真介
(Shinsuke Ikeda)

Personal Details

First Name:Shin
Middle Name:Suke
Last Name:Ikeda
Suffix:
RePEc Short-ID:pik11
http://sites.google.com/view/ssikeda
Terminal Degree:2010 Department of Economics; Boston University (from RePEc Genealogy)

Affiliation

Department of Economics
Otaru University of Commerce

Otaru, Japan
http://www.otaru-uc.ac.jp/dept/econ/
RePEc:edi:deotajp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. HATTA Tatsuo & IKEDA Shin Suke, 2018. "Markets for Balancing Power and Transmission Rights Operated by the European TSOs: Implications for the electric power system reform in Japan (Japanese)," Policy Discussion Papers (Japanese) 18001, Research Institute of Economy, Trade and Industry (RIETI).
  2. IKEDA Shin Suke, 2017. "Illiquidity in the Japan Electric Power Exchange," Discussion papers 17122, Research Institute of Economy, Trade and Industry (RIETI).
  3. Ikeda Shin S., 2016. "Graphical analyses of occupation-wise suicide risk in Japan," GRIPS Discussion Papers 16-03, National Graduate Institute for Policy Studies.
  4. Shin S. Ikeda, 2015. "Illiquidity in the Japanese Day-Ahead Electricity Market," GRIPS Discussion Papers 15-04, National Graduate Institute for Policy Studies.
  5. Shin S. Ikeda, 2013. "A Note on the Mixingale Limit Theorem by McLeish (1977)," GRIPS Discussion Papers 13-11, National Graduate Institute for Policy Studies.
  6. Shin S. Ikeda, 2013. "An Empirical Market Microstructure Analysis of the Implied Spread Cost in the Japanese Day-Ahead Electricity Market," GRIPS Discussion Papers 12-22, National Graduate Institute for Policy Studies.
  7. Shin S. Ikeda, 2013. "A Contingent Claim Analysis of Suicide," GRIPS Discussion Papers 13-05, National Graduate Institute for Policy Studies.
  8. Shin S. Ikeda & Yan Zhang, 2012. "Heterogeneous Beliefs, a Short-Sale Restriction, and the Cross Section of Stock Returns: An Evidence from China," GRIPS Discussion Papers 12-12, National Graduate Institute for Policy Studies.

Articles

  1. Yan Zhang & Shin S. Ikeda, 2017. "Effects of short sale ban on financial liquidity in crisis and non-crisis periods: a propensity score-matching approach," Applied Economics, Taylor & Francis Journals, vol. 49(28), pages 2711-2718, June.
  2. Ikeda, Shin S., 2016. "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, vol. 193(1), pages 203-214.
  3. Shin S. Ikeda & Yan Zhang, 2016. "A dynamic panel analysis of suicide in Japanese municipalities," Economics Bulletin, AccessEcon, vol. 36(2), pages 40-664.
  4. Zhang, Yan & Ikeda, Shin S., 2016. "A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns," Finance Research Letters, Elsevier, vol. 17(C), pages 10-16.
  5. Shin S. Ikeda, 2015. "Two-Scale Realized Kernels: A Univariate Case," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 126-165.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Shin S. Ikeda, 2013. "A Contingent Claim Analysis of Suicide," GRIPS Discussion Papers 13-05, National Graduate Institute for Policy Studies.

    Mentioned in:

    1. The option of suicide
      by Economic Logician in Economic Logic on 2013-08-08 19:45:00

Working papers

  1. Shin S. Ikeda, 2013. "An Empirical Market Microstructure Analysis of the Implied Spread Cost in the Japanese Day-Ahead Electricity Market," GRIPS Discussion Papers 12-22, National Graduate Institute for Policy Studies.

    Cited by:

    1. Aitor Ciarreta & Peru Muniainy & Ainhoa Zarraga, 2017. "Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market," ISER Discussion Paper 0991, Institute of Social and Economic Research, Osaka University.

Articles

  1. Ikeda, Shin S., 2016. "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, vol. 193(1), pages 203-214.

    Cited by:

    1. Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev, 2015. "Inference from high-frequency data: A subsampling approach," CREATES Research Papers 2015-45, Department of Economics and Business Economics, Aarhus University.
    2. Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019. "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, vol. 208(1), pages 80-100.
    3. Ikeda, Shin S., 2019. "Illiquidity in the Japan electric power exchange," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 16-39.
    4. Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019. "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, vol. 208(1), pages 43-79.

  2. Shin S. Ikeda & Yan Zhang, 2016. "A dynamic panel analysis of suicide in Japanese municipalities," Economics Bulletin, AccessEcon, vol. 36(2), pages 40-664.

    Cited by:

    1. Ikeda Shin S., 2016. "Graphical analyses of occupation-wise suicide risk in Japan," GRIPS Discussion Papers 16-03, National Graduate Institute for Policy Studies.

  3. Zhang, Yan & Ikeda, Shin S., 2016. "A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns," Finance Research Letters, Elsevier, vol. 17(C), pages 10-16.

    Cited by:

    1. Long, Huaigang & Jiang, Yuexiang & Zhu, Yanjian, 2018. "Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets," Finance Research Letters, Elsevier, vol. 24(C), pages 129-136.

  4. Shin S. Ikeda, 2015. "Two-Scale Realized Kernels: A Univariate Case," Journal of Financial Econometrics, Oxford University Press, vol. 13(1), pages 126-165.

    Cited by:

    1. Mccloskey, Adam & Perron, Pierre, 2013. "Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1196-1237, December.
    2. IKEDA Shin Suke, 2017. "Illiquidity in the Japan Electric Power Exchange," Discussion papers 17122, Research Institute of Economy, Trade and Industry (RIETI).
    3. Rasmus Tangsgaard Varneskov, 2011. "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers 2011-35, Department of Economics and Business Economics, Aarhus University.
    4. Xu, Jiawen & Perron, Pierre, 2014. "Forecasting return volatility: Level shifts with varying jump probability and mean reversion," International Journal of Forecasting, Elsevier, vol. 30(3), pages 449-463.
    5. Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022. "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, vol. 137(C).
    6. Rasmus Tangsgaard Varneskov & Pierre Perron, 2011. "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.
    7. Pierre Perron & Wendong Shi, 2014. "Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models," Boston University - Department of Economics - Working Papers Series wp2014-009, Boston University - Department of Economics.
    8. Jacod, Jean & Li, Yingying & Zheng, Xinghua, 2019. "Estimating the integrated volatility with tick observations," Journal of Econometrics, Elsevier, vol. 208(1), pages 80-100.
    9. Rasmus Tangsgaard Varneskov, 2011. "Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise," CREATES Research Papers 2011-31, Department of Economics and Business Economics, Aarhus University.
    10. Pierre Perron & Wendong Shi, 2020. "Temporal Aggregation and Long Memory for Asset Price Volatility," JRFM, MDPI, vol. 13(8), pages 1-18, August.
    11. Ikeda, Shin S., 2016. "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, vol. 193(1), pages 203-214.
    12. Ikeda, Shin S., 2019. "Illiquidity in the Japan electric power exchange," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 16-39.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (3) 2013-03-23 2015-05-16 2018-02-26
  2. NEP-MST: Market Microstructure (2) 2013-03-23 2015-05-16
  3. NEP-COM: Industrial Competition (1) 2015-05-16
  4. NEP-HEA: Health Economics (1) 2016-07-02
  5. NEP-TRA: Transition Economics (1) 2012-11-03

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