Details about Takahiro Watanabe
Access statistics for papers by Takahiro Watanabe.
Last updated 2023-04-08. Update your information in the RePEc Author Service.
Short-id: pwa422
Jump to Journal Articles Chapters
Working Papers
2014
- Favorite-Longshot Bias in Parimutuel Betting: an Evolutionary Explanation
KIER Working Papers, Kyoto University, Institute of Economic Research 
See also Journal Article Favorite–longshot bias in pari-mutuel betting: An evolutionary explanation, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (2) (2017)
2012
- Real Options and Signaling in Strategic Investment Games
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
Journal Articles
2020
- Two-person pairwise solvable games
International Journal of Game Theory, 2020, 49, (2), 385-409 View citations (1)
2019
- Equilibria in games with weak payoff externalities
Economic Theory Bulletin, 2019, 7, (2), 245-258 View citations (2)
2017
- Best-response potential for Hotelling pure location games
Economics Letters, 2017, 160, (C), 73-77
- Favorite–longshot bias in pari-mutuel betting: An evolutionary explanation
Journal of Economic Behavior & Organization, 2017, 140, (C), 56-69 View citations (2)
See also Working Paper Favorite-Longshot Bias in Parimutuel Betting: an Evolutionary Explanation, KIER Working Papers (2014) (2014)
2008
- A choice of auction format in seller cheating: a signaling game analysis
Economic Theory, 2008, 36, (1), 57-80 View citations (3)
1997
- A parimutuel system with two horses and a continuum of bettors
Journal of Mathematical Economics, 1997, 28, (1), 85-100 View citations (12)
1994
- A Model of a General Parimutuel System: Characterizations and Equilibrium Selection
International Journal of Game Theory, 1994, 23, (3), 237-60 View citations (10)
Chapters
2016
- Pure Strategy Equilibria in Finite Symmetric Concave Games and an Application to Symmetric Discrete Cournot Games
Springer
2007
- The Investment Game under Uncertainty: An Analysis of Equilibrium Values in the Presence of First or Second Mover Advantage
Chapter 9 in Stochastic Processes And Applications To Mathematical Finance, 2007, pp 151-172
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|