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Katsumasa Nishide

Personal Details

First Name:Katsumasa
Middle Name:
Last Name:Nishide
Suffix:
RePEc Short-ID:pni173
[This author has chosen not to make the email address public]
https://knishide.w.waseda.jp
Terminal Degree: Graduate School of Economics; Kyoto University (from RePEc Genealogy)

Affiliation

Graduate School of Business and Finance
Faculty of Commerce
Waseda University

Tokyo, Japan
http://www.waseda.jp/fcom/wbs/
RePEc:edi:gfwasjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Takeshi Ebina & Noriaki Matsushima & Katsumasa Nishide, 2017. "Demand uncertainty, product differentiation, and entry timing under spatial competition," ISER Discussion Paper 1007r, Institute of Social and Economic Research, Osaka University, revised Jul 2018.
  2. Takao Asano & Takuji Arai & Katsumasa Nishide, 2017. "Optimal Initial Capital Induced by the Optimized Certainty Equivalent," KIER Working Papers 981, Kyoto University, Institute of Economic Research.
  3. Katsumasa Nishide & Yuan Tian, 2015. "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers 922, Kyoto University, Institute of Economic Research.
  4. Katsumasa Nishide & Kyoko Yagi, 2013. "Competition and the Bad News Principle in a Real Options Framework," KIER Working Papers 860, Kyoto University, Institute of Economic Research.
  5. Robert J. Elliott & Katsumasa Nishide, 2013. "Pricing of Discount Bonds with a Markov Switching Regime　," KIER Working Papers 859, Kyoto University, Institute of Economic Research.
  6. Makoto Goto & Katsumasa Nishide & Ryuta Takashima, 2013. "Irreversible Investment under Competition with a Markov Switching Regime," KIER Working Papers 861, Kyoto University, Institute of Economic Research.
  7. Katsumasa NISHIDE, 2004. "Price Reaction to Momentum Trading and Market Equilibrium," Computing in Economics and Finance 2004 113, Society for Computational Economics.

Articles

  1. Takeshi Ebina & Katsumasa Nishide, 2024. "Sequential product positioning and entry timing under differential costs in a continuous-time model," Annals of Operations Research, Springer, vol. 332(1), pages 277-301, January.
  2. Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
  3. Ebina, Takeshi & Matsushima, Noriaki & Nishide, Katsumasa, 2022. "Demand uncertainty, product differentiation, and entry timing under spatial competition," European Journal of Operational Research, Elsevier, vol. 303(1), pages 286-297.
  4. Nishide, Katsumasa & Tian, Yuan, 2022. "Brokered versus dealer markets: Impact of proprietary trading with transaction fees," International Review of Financial Analysis, Elsevier, vol. 81(C).
  5. Arai, Takuji & Asano, Takao & Nishide, Katsumasa, 2019. "Optimal initial capital induced by the optimized certainty equivalent," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 115-125.
  6. Goto, Makoto & Nishide, Katsumasa & Takashima, Ryuta, 2017. "Leaders, followers, and equity risk premiums in booms and busts," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 207-220.
  7. Nishide, Katsumasa & Yagi, Kyoko, 2016. "Investment under regime uncertainty: Impact of competition and preemption," International Journal of Industrial Organization, Elsevier, vol. 45(C), pages 47-58.
  8. Robert J. Elliott & Katsumasa Nishide & Carlton‐James U. Osakwe, 2016. "Heston‐Type Stochastic Volatility with a Markov Switching Regime," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(9), pages 902-919, September.
  9. Robert Elliott & Katsumasa Nishide, 2014. "Pricing of discount bonds with a Markov switching regime," Annals of Finance, Springer, vol. 10(3), pages 509-522, August.
  10. Ryosuke Ishii & Katsumasa Nishide, 2013. "Concentrated Equilibrium and Intraday Patterns in Financial Markets," Applied Mathematical Finance, Taylor & Francis Journals, vol. 20(1), pages 50-68, March.
  11. Nishide, Katsumasa & Tian, Yuan, 2011. "Compensation measures for alliance formation: A real options analysis," Economic Modelling, Elsevier, vol. 28(1-2), pages 219-228, January.
  12. Kijima, Masaaki & Nishide, Katsumasa & Ohyama, Atsuyuki, 2011. "EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 746-763, May.
  13. Masaaki Kijima & Akira Maeda & Katsumasa Nishide, 2010. "Equilibrium pricing of contingent claims in tradable permit markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(6), pages 559-589, June.
  14. Kijima, Masaaki & Nishide, Katsumasa & Ohyama, Atsuyuki, 2010. "Economic models for the environmental Kuznets curve: A survey," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1187-1201, July.
  15. Nishide, Katsumasa & Nomi, Ernesto Kazuhiro, 2009. "Regime uncertainty and optimal investment timing," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1796-1807, October.
  16. Katsumasa Nishide, 2009. "Insider trading with correlation between liquidity trading and a public signal," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 297-304.

Chapters

  1. Hajime Fujiwara & Masaaki Kijima & Katsumasa Nishide, 2009. "Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 3, pages 49-69, World Scientific Publishing Co. Pte. Ltd..
  2. Katsumasa Nishide, 2009. "The Impact of Momentum Trading on the Market Price and Trades," World Scientific Book Chapters, in: Masaaki Kijima & Masahiko Egami & Kei-ichi Tanaka & Yukio Muromachi (ed.), Recent Advances In Financial Engineering, chapter 8, pages 135-159, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), 2011. "Recent Advances in Financial Engineering 2010," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8236, December.

More information

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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-COM: Industrial Competition (2) 2013-04-27 2018-07-30
  2. NEP-GEO: Economic Geography (1) 2018-07-30
  3. NEP-MST: Market Microstructure (1) 2015-04-25
  4. NEP-ORE: Operations Research (1) 2013-04-27
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2017-12-18

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