Kanazawa, Kiyoshi

1. The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
   2025/02/22 by Guillaume Maitrier, Maitrier, Guillaume, Grégoire Loeper +5 · 4 citations
   Economics, Econometrics and Finance · Business, Management and Accounting · #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis #Corporate Finance and Governance
2. Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
   2024/11/21 by Yuki Sato, Sato, Yuki, Kiyoshi Kanazawa +1 · 1 voice · 2 citations
   Economics, Econometrics and Finance · Physics and Astronomy · #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #General Economics (econ.GN) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR) #cond-mat.stat-mech #econ.GN #q-fin.PM #q-fin.RM #q-fin.TR
3. Stochastic thermodynamics for classical non-Markov jump processes
   2025/06/05 by Kiyoshi Kanazawa, Kanazawa, Kiyoshi, Andreas Dechant +1 · 1 citation
   Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #stochastic dynamics and bifurcation #Quantum many-body systems