Details about 池田真介 (Shinsuke Ikeda)

Access statistics for papers by 池田真介.

Last updated 2018-08-18. Update your information in the RePEc Author Service.

Short-id: pik11

Working Papers

2018

1. 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), Research Institute of Economy, Trade and Industry (RIETI)

2017

2. Illiquidity in the Japan Electric Power Exchange
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)

2016

3. Graphical analyses of occupation-wise suicide risk in Japan
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies

2015

4. Illiquidity in the Japanese Day-Ahead Electricity Market
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies

2013

5. A Contingent Claim Analysis of Suicide
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies
6. A Note on the Mixingale Limit Theorem by McLeish (1977)
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies
7. An Empirical Market Microstructure Analysis of the Implied Spread Cost in the Japanese Day-Ahead Electricity Market
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies View citations (1)

2012

8. Heterogeneous Beliefs, a Short-Sale Restriction, and the Cross Section of Stock Returns: An Evidence from China
   GRIPS Discussion Papers, National Graduate Institute for Policy Studies

Journal Articles

2017

1. Effects of short sale ban on financial liquidity in crisis and non-crisis periods: a propensity score-matching approach
   Applied Economics, 2017, 49, (28), 2711-2718

2016

2. 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, 2016, 193, (1), 203-214 View citations (4)
3. A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns
   Finance Research Letters, 2016, 17, (C), 10-16 View citations (1)
4. A dynamic panel analysis of suicide in Japanese municipalities
   Economics Bulletin, 2016, 36, (2), 40-664 View citations (1)

2015

5. Two-Scale Realized Kernels: A Univariate Case
   Journal of Financial Econometrics, 2015, 13, (1), 126-165 View citations (15)