Details about Raul Yukihiro Matsushita

Access statistics for papers by Raul Yukihiro Matsushita.

Last updated 2026-01-07. Update your information in the RePEc Author Service.

Short-id: pma3580

Working Papers

2023

1. Scalability in a two-class interoccupational earnings distribution model
   SocArXiv, Center for Open Science

2022

2. Reciprocity vs. commitment in bank marketing strategies
   SocArXiv, Center for Open Science
   See also Journal Article Reciprocity vs. Commitment in Bank Marketing Strategies, International Journal of Business, Economics and Management, Conscientia Beam (2022) (2022)

2017

3. Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, Review of Behavioral Finance, Emerald Group Publishing Limited (2018) View citations (4) (2018)
4. High-income consumers may be less hyperbolic when discounting the future
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article High-income consumers may be less hyperbolic when discounting the future, Economics Bulletin, AccessEcon (2017) View citations (3) (2017)
5. Personality influences hyperbolic discounting
   MPRA Paper, University Library of Munich, Germany
6. Social preferences, financial literacy and intertemporal choice
   MPRA Paper, University Library of Munich, Germany

2016

7. Utilitarian Moral Judgments Are Cognitively Too Demanding
   MPRA Paper, University Library of Munich, Germany

2015

8. Atheists Score Higher on Cognitive Reflection Tests
   MPRA Paper, University Library of Munich, Germany View citations (3)
9. Prosocial People Take Better Care of Their Own Future Well-Being
   MPRA Paper, University Library of Munich, Germany View citations (1)
10. Some Statistical Properties of the Mini Flash Crashes
    MPRA Paper, University Library of Munich, Germany View citations (1)
11. The St. Petersburg paradox: an experimental solution
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The St. Petersburg paradox: An experimental solution, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (1) (2016)

2013

12. Hidden power law patterns in the top European football leagues
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Hidden power law patterns in the top European football leagues, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (3) (2013)

2011

13. Biological correlates of the Allais paradox - updated
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. Risk-seeking behaviorof preschool children in a gambling task
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (3)
    See also Journal Article Risk seeking behavior of preschool children in a gambling task, Journal of Economic Psychology, Elsevier (2010) View citations (27) (2010)

2009

15. Biological correlates of the Allais paradox
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Biological correlates of the Allais paradox, Applied Economics, Taylor & Francis Journals (2013) View citations (8) (2013)

2008

16. Algorithmic complexity theory and the relative efficiency of financial markets
    MPRA Paper, University Library of Munich, Germany View citations (20)
17. Algorithmic complexity theory and the relative efficiency of financial markets - Updated
    MPRA Paper, University Library of Munich, Germany View citations (15)

2007

18. Are Pound and Euro the Same Currency? - Updated
    MPRA Paper, University Library of Munich, Germany View citations (13)
19. Sistemas complexos, criticalidade e leis de potencia
    MPRA Paper, University Library of Munich, Germany
20. The Levy sections theorem: an application to econophysics
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The Lévy sections theorem: An application to econophysics, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (1) (2007)
21. The biological basis of expected utility anomalies
    MPRA Paper, University Library of Munich, Germany View citations (1)

2006

22. Characteristic function approach to the sum of stochastic variables
    MPRA Paper, University Library of Munich, Germany
23. The Chinese Chaos Game
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Chinese chaos game, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (2) (2007)
24. The Levy sections theorem revisited
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

25. Are Pound and Euro the Same Currency?
    International Finance, University Library of Munich, Germany
26. Log-Periodic Crashes Revisited
    Finance, University Library of Munich, Germany
    See also Journal Article Log-periodic crashes revisited, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (10) (2006)
27. Nonidentically distributed variables and nonlinear autocorrelation
    Finance, University Library of Munich, Germany View citations (1)
    See also Journal Article Nonidentically distributed variables and nonlinear autocorrelation, Physica A: Statistical Mechanics and its Applications, Elsevier (2006) View citations (4) (2006)
28. On Log-Periodic Crashes
    Finance, University Library of Munich, Germany

2004

29. Financial Volatility and Independent and Identically Distributed Variables
    Finance, University Library of Munich, Germany
    See also Journal Article Financial volatility and independent and identically distributed variables, Physica A: Statistical Mechanics and its Applications, Elsevier (2005) View citations (1) (2005)
30. Log-Periodicity in High Frequency Financial Series
    Finance, University Library of Munich, Germany
31. On the origins of truncated Lévy flights
    Finance, University Library of Munich, Germany View citations (1)
32. The Econophysics of the Brazilian Real-US Dollar Rate
    Finance, University Library of Munich, Germany

Journal Articles

2026

1. Beyond volatility: Using differential entropy to detect financial market regimes
   Chaos, Solitons & Fractals, 2026, 202, (P2)

2024

2. Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases
   IJFS, 2024, 12, (4), 1-20 View citations (1)
3. Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing
   Physica A: Statistical Mechanics and its Applications, 2024, 646, (C)
4. Why Is Friday Better than Sunday?
   Journal of Interdisciplinary Economics, 2024, 36, (1), 98-104

2023

5. Granular banks and corporate investment
   Journal of Economics and Finance, 2023, 47, (3), 586-599

2022

6. Losses make choices nonpositional
   SN Business & Economics, 2022, 2, (11), 1-11
7. Reciprocity vs. Commitment in Bank Marketing Strategies
   International Journal of Business, Economics and Management, 2022, 9, (3), 84-92
   See also Working Paper Reciprocity vs. commitment in bank marketing strategies, SocArXiv (2022) (2022)

2021

8. Ego Depletion May Explain Gender Differences in Multitasking
   Journal of Interdisciplinary Economics, 2021, 33, (1), 130-139
9. The granularity of the Brazilian banking market
   The North American Journal of Economics and Finance, 2021, 58, (C) View citations (1)
10. Two selves and two minds in a longitudinal survey of risk attitudes
    Journal of Behavioral and Experimental Finance, 2021, 29, (C) View citations (6)

2020

11. Bypassing the truncation problem of truncated Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2020, 559, (C) View citations (1)
12. Earnings distributions of scalable vs. non-scalable occupations
    Physica A: Statistical Mechanics and its Applications, 2020, 560, (C) View citations (2)
13. The asymmetric Brazilian input–output network
    Journal of Economic Studies, 2020, 48, (3), 604-615

2019

14. Real estate list price anchoring and cognitive ability
    International Journal of Housing Markets and Analysis, 2019, 12, (4), 581-603 View citations (1)
15. The Touchard distribution
    Communications in Statistics - Theory and Methods, 2019, 48, (8), 2049-2059

2018

16. Debt of high-income consumers may reflect leverage rather than poor cognitive reflection
    Review of Behavioral Finance, 2018, 10, (1), 42-52 View citations (4)
    See also Working Paper Debt of high-income consumers may reflect leverage rather than poor cognitive reflection, MPRA Paper (2017) View citations (2) (2017)
17. Granularity of the top 1,000 Brazilian companies
    Physica A: Statistical Mechanics and its Applications, 2018, 512, (C), 68-73 View citations (3)

2017

18. High-income consumers may be less hyperbolic when discounting the future
    Economics Bulletin, 2017, 37, (3), 1421-1434 View citations (3)
    See also Working Paper High-income consumers may be less hyperbolic when discounting the future, MPRA Paper (2017) View citations (3) (2017)

2016

19. The St. Petersburg paradox: An experimental solution
    Physica A: Statistical Mechanics and its Applications, 2016, 445, (C), 66-74 View citations (1)
    See also Working Paper The St. Petersburg paradox: an experimental solution, MPRA Paper (2015) (2015)

2015

20. No endowment effect when people transact secondhand goods over the Internet
    Economics Bulletin, 2015, 35, (3), 1961-1968 View citations (1)

2013

21. Biological correlates of the Allais paradox
    Applied Economics, 2013, 45, (5), 555-568 View citations (8)
    See also Working Paper Biological correlates of the Allais paradox, MPRA Paper (2009) View citations (1) (2009)
22. Hidden power law patterns in the top European football leagues
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (21), 5376-5386 View citations (3)
    See also Working Paper Hidden power law patterns in the top European football leagues, MPRA Paper (2013) View citations (2) (2013)

2012

23. A suggested statistical test for measuring bivariate nonlinear dependence
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4891-4898

2011

24. A log-periodic fit for the flash crash of May 6, 2010
    Economics Bulletin, 2011, 31, (2), 1772-1779 View citations (3)

2010

25. Biological characteristics modulating investor overconfidence
    Economics Bulletin, 2010, 30, (2), 1496-1508 View citations (4)
26. Risk seeking behavior of preschool children in a gambling task
    Journal of Economic Psychology, 2010, 31, (5), 794-801 View citations (27)
    See also Working Paper Risk-seeking behaviorof preschool children in a gambling task, Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] (2011) (2011)

2008

27. The relative efficiency of stockmarkets
    Economics Bulletin, 2008, 7, (6), 1-12 View citations (13)

2007

28. Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market
    Economics Bulletin, 2007, 7, (1), 1-11 View citations (14)
29. Levy flight approximations for scaled transformations of random walks
    Computational Statistics & Data Analysis, 2007, 51, (12), 6343-6354 View citations (3)
30. Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries
    Atlantic Economic Journal, 2007, 35, (4), 451-462
31. The Chinese chaos game
    Physica A: Statistical Mechanics and its Applications, 2007, 378, (2), 427-442 View citations (2)
    See also Working Paper The Chinese Chaos Game, MPRA Paper (2006) (2006)
32. The Lévy sections theorem: An application to econophysics
    Physica A: Statistical Mechanics and its Applications, 2007, 386, (2), 756-759 View citations (1)
    See also Working Paper The Levy sections theorem: an application to econophysics, MPRA Paper (2007) View citations (1) (2007)

2006

33. Log-periodic crashes revisited
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 331-335 View citations (10)
    See also Working Paper Log-Periodic Crashes Revisited, Finance (2005) (2005)
34. Nonidentically distributed variables and nonlinear autocorrelation
    Physica A: Statistical Mechanics and its Applications, 2006, 363, (2), 171-180 View citations (4)
    See also Working Paper Nonidentically distributed variables and nonlinear autocorrelation, Finance (2005) View citations (1) (2005)

2005

35. Financial volatility and independent and identically distributed variables
    Physica A: Statistical Mechanics and its Applications, 2005, 346, (3), 484-498 View citations (1)
    See also Working Paper Financial Volatility and Independent and Identically Distributed Variables, Finance (2004) (2004)

2004

36. Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets
    Physica A: Statistical Mechanics and its Applications, 2004, 342, (1), 200-206 View citations (4)
37. Exponentially damped Lévy flights, multiscaling, and exchange rates
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 353-369 View citations (1)
38. Lévy flights, autocorrelation, and slow convergence
    Physica A: Statistical Mechanics and its Applications, 2004, 337, (3), 369-383 View citations (3)

2003

39. Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
    Physica A: Statistical Mechanics and its Applications, 2003, 323, (C), 601-625 View citations (15)
40. Exponentially damped Lévy flights
    Physica A: Statistical Mechanics and its Applications, 2003, 326, (3), 544-555 View citations (14)
41. Fractal structure in the Chinese yuan/US dollar rate
    Economics Bulletin, 2003, 7, (2), 1-13 View citations (6)

2002

42. Scaling power laws in the Sao Paulo Stock Exchange
    Economics Bulletin, 2002, 7, (3), 1-12 View citations (15)