Details about Katsumasa Nishide

Access statistics for papers by Katsumasa Nishide.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pni173

Working Papers

2018

1. Demand uncertainty, product differentiation, and entry timing under spatial competition
   ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka
   See also Journal Article Demand uncertainty, product differentiation, and entry timing under spatial competition, European Journal of Operational Research, Elsevier (2022) View citations (5) (2022)

2017

2. Optimal Initial Capital Induced by the Optimized Certainty Equivalent
   KIER Working Papers, Kyoto University, Institute of Economic Research
   See also Journal Article Optimal initial capital induced by the optimized certainty equivalent, Insurance: Mathematics and Economics, Elsevier (2019) View citations (1) (2019)

2015

3. Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees
   KIER Working Papers, Kyoto University, Institute of Economic Research

2013

4. Competition and the Bad News Principle in a Real Options Framework
   KIER Working Papers, Kyoto University, Institute of Economic Research
5. Irreversible Investment under Competition with a Markov Switching Regime
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
6. Pricing of Discount Bonds with a Markov Switching Regime　
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)

2004

7. Price Reaction to Momentum Trading and Market Equilibrium
   Computing in Economics and Finance 2004, Society for Computational Economics

Journal Articles

2024

1. Sequential product positioning and entry timing under differential costs in a continuous-time model
   Annals of Operations Research, 2024, 332, (1), 277-301

2022

2. Brokered versus dealer markets: Impact of proprietary trading with transaction fees
   International Review of Financial Analysis, 2022, 81, (C)
3. Demand uncertainty, product differentiation, and entry timing under spatial competition
   European Journal of Operational Research, 2022, 303, (1), 286-297 View citations (5)
   See also Working Paper Demand uncertainty, product differentiation, and entry timing under spatial competition, ISER Discussion Paper (2018) (2018)
4. Hostile takeovers or friendly mergers? Real options analysis
   Journal of Corporate Finance, 2022, 77, (C) View citations (1)

2019

5. Optimal initial capital induced by the optimized certainty equivalent
   Insurance: Mathematics and Economics, 2019, 85, (C), 115-125 View citations (1)
   See also Working Paper Optimal Initial Capital Induced by the Optimized Certainty Equivalent, KIER Working Papers (2017) (2017)

2017

6. Leaders, followers, and equity risk premiums in booms and busts
   Journal of Banking & Finance, 2017, 81, (C), 207-220 View citations (4)

2016

7. Heston‐Type Stochastic Volatility with a Markov Switching Regime
   Journal of Futures Markets, 2016, 36, (9), 902-919 View citations (6)
8. Investment under regime uncertainty: Impact of competition and preemption
   International Journal of Industrial Organization, 2016, 45, (C), 47-58 View citations (4)

2014

9. Pricing of discount bonds with a Markov switching regime
   Annals of Finance, 2014, 10, (3), 509-522 View citations (7)

2013

10. Concentrated Equilibrium and Intraday Patterns in Financial Markets
    Applied Mathematical Finance, 2013, 20, (1), 50-68

2011

11. Compensation measures for alliance formation: A real options analysis
    Economic Modelling, 2011, 28, (1-2), 219-228 View citations (3)
    Also in Economic Modelling, 2011, 28, (1), 219-228 (2011) View citations (3)
12. EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility
    Journal of Economic Dynamics and Control, 2011, 35, (5), 746-763 View citations (14)

2010

13. Economic models for the environmental Kuznets curve: A survey
    Journal of Economic Dynamics and Control, 2010, 34, (7), 1187-1201 View citations (225)
14. Equilibrium pricing of contingent claims in tradable permit markets
    Journal of Futures Markets, 2010, 30, (6), 559-589 View citations (12)

2009

15. Insider trading with correlation between liquidity trading and a public signal
    Quantitative Finance, 2009, 9, (3), 297-304 View citations (1)
16. Regime uncertainty and optimal investment timing
    Journal of Economic Dynamics and Control, 2009, 33, (10), 1796-1807 View citations (11)

Edited books

2011

1. Recent Advances in Financial Engineering 2010
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2009

1. Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options
   Chapter 3 in Recent Advances In Financial Engineering, 2009, pp 49-69
2. The Impact of Momentum Trading on the Market Price and Trades
   Chapter 8 in Recent Advances In Financial Engineering, 2009, pp 135-159