Hiroshi Moriyasu
| Department of Business Administration | Professor |
Field of study
Career
- 2025 - Present
Seinan Gakuin University, Department of Commerce Division of Business Administration, 教授 - Oct. 2010 - Mar. 2025
Nagasaki University, Faculty of Economics, 教授（計量経済学担当） - Nov. 2017 - Nov. 2017
University of technology Sydney, UTS Business School, Visiting professor - Nov. 2010 - Oct. 2011
University of Western Australia, UWA Business School, Visiting research fellow - Apr. 2007 - Sep. 2010
Nagasaki University, Faculty of Economics, 准教授（計量経済学担当）(学校教育法の改正に伴う職階の変更） - Apr. 2002 - Mar. 2007
Nagasaki University, Faculty of Economics, 助教授（計量経済学担当） - Apr. 1999 - Mar. 2002
Nagasaki University, Faculty of Economics, 助教授（統計学担当） - Apr. 1998 - Mar. 1999
Nagasaki University, Faculty of Economics, 専任講師（統計学担当） - Chiang Mai University, Faculty of Economics, Visiting research fellow
Educational Background
Committee Memberships
Award
Papers
- Is soft information substitutive or complementary to hard news for investor attention? Evidence from corporate advertising in Japan
Hiroyuki Aman; Norihiro Kasuga; Hiroshi Moriyasu
Research in International Business and Finance, 66, Oct. 2023, Reviewed - Effect of corporate disclosure and press media on market liquidity: Evidence from Japan
Hiroyuki Aman; Hiroshi Moriyasu
International Review of Financial Analysis, 82, Jul. 2022, Reviewed - Mass media effects on trading activities: television broadcasting evidence from Japan
Hiroyuki Aman; Norihiro Kasuga; Hiroshi Moriyasu
Applied Economics, 50(42), 1-4539, Sep. 2018, Reviewed - The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Hiroshi Moriyasu; Marvin Wee; Jing Yu
Pacific Basin Finance Journal, 49, 103-128, Jun. 2018, Reviewed - Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market
Hiroyuki Aman; Hiroshi Moriyasu
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 51, 660-676, Sep. 2017, Reviewed - Shareholder Composition and Managerial Compensation
Shinya Shinozaki; Hiroshi Moriyasu; Konari Uchida
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 51(5), 1719-1738, Oct. 2016, Reviewed - The Effect of High-frequency Trading in Stock Index Futures Market on the Spot Market Liquidity
森保 洋
経営と経済, 95(3), 95-115, Mar. 2016, Not reviewed - The Effect of High-frequency Trading in Stock Index Futures Market on the Spot Market Liquidity
森保 洋
経営と経済, 95(3), 中扉1枚,95-115, Mar. 2016, Not reviewed - Analyses of Questionnaire Responses by University Students on Knowledge and Behavior for Personal Finance
Miyamura Kenichiro; Moriyasu Hiroshi; Ogura Manami; Tochio Shinichi; Naito Yuta; Matsuda Toshihiro; Murata Miki; Yoshii Norio; Uemura Kyoko; Fujino Tsuguo; Azuma Tamami; Ito Shinobu; Uchida Shigeru; Matsumoto Naoki; Kamoike Osamu; Togashi Mitsutaka
Journal of Household Economics, 44(0), 57-67, 2016, Not reviewed - Corporate governance and stock price performance during the financial crisis: Evidence from Japan
Nogata D; Uchida K; Moriyasu H
Financial Crisis in The Global Bubble Economy, 43-73, 2013, Reviewed - Consistency of risk attitude and other investment behavior of Japanese fund managers
Masayuki Susai; Hiroshi Moriyasu
Studies on Financial Markets in East Asia, 165-180, Jan. 2011, Reviewed - Corporate governance and stock price performance during the financial crisis: Evidence from Japan
Nogata D; Uchida K; Moriyasu H
Financial Crisis in the Global Bubble Economy, 43-73, 2011, Reviewed - Intraday Price Discovery Process of the Nikkei 225 Futures Markets
Moriyasu Hiroshi
Journal of business and economics, 90(3), 351-363, Dec. 2010, Not reviewed - An empirical analysis on the economic impacts of alternative investment markets in Japan
川村 雄介; 須齋 正幸; 森保 洋
証券経済学会年報, (44), 171-175, Jul. 2009, Not reviewed - On the relationship between investment performance and trading volume from the viewpoint of overconfidence hypothesis
森保 洋; 城下 賢吾
証券経済学会年報, (43), 185-189, Jul. 2008, Not reviewed - Momentum and reversal effects in the Japanese stock market
城下 賢吾; 森保 洋
証券経済学会年報, (42), 266-270, Jul. 2007, Not reviewed - Intraday Dynamics of Returns and Trade Intervals in Gold Future Market
Moriyasu Hiroshi
Journal of business and economics, 85(3), 408-430, Feb. 2006, Not reviewed - ティック・データを用いた日経225先物の取引特性分析 (〔証券経済学会〕第62回全国大会)
森保 洋; 須齋 正幸
証券経済学会年報, (40), 200-205, Jul. 2005, Not reviewed - ティック・データを用いた日経225先物の取引特性分析（共著）
証券経済学会年報, 第40号,pp.200--205., 2005, Not reviewed - 日経225先物の日中取引頻度－大阪証券取引所とシンガポール取引所の連関性－（共著）
生活経済学研究, 第20巻,pp.145-160., 2004, Not reviewed - Intra-daily Trade Frequency of the Nikkei 225 Futures : The Interrelationship Between Osaka Securities Exchange and the Singapore Exchange
Moriyasu Hiroshi; Susai Masayuki
Journal of Household Economics, 20(0), 145-160, 2004, Not reviewed - 株価ボラティリティと情報の関係－個別株価ティックデータによる検証－（共著）
森保 洋; 須齋 正幸
証券経済学会年報, 第38号,pp.35--47(38), 35-47, 2003, Not reviewed - 東京株式市場の価格形成－時系列分析による検証－
証券経済学会年報, 第38号 pp.171-175, 2003, Not reviewed - Intraday Trading Pattern of the Nikkei225 Futures
Moriyasu Hiroshi
Annual report, 45, 21-34, 2003, Not reviewed - 株価ボラティリティと情報の関係--ティックデータによる検証 (〔証券経済学会〕第56回全国大会) -- (自由論題)
森保 洋; 須齋 正幸
証券経済学会年報, (37), 125-129, May 2002, Not reviewed - Foreign Exchange Rate Volatility and Information Inflow : Empirical Test with Ultra-High-Frequency Data
Susai Masayuki; Moriyasu Hiroshi
Journal of business and economics, 82(155-171), 155-172, 2002, Not reviewed - 株価ボラティリティと情報の関係－ティックデータによる検証－（共著）
証券経済学会年報, 37(125-129), 2002, Not reviewed - A Forecasting Method for Time Series with Fractal Geometry and its Application
Shozo Tokinaga; Hiroshi Moriyasu; Akio Miyazaki; Nobuyuki Shimazu
Electronics and Communications in Japan, Part III: Fundamental Electronic Science (English translation of Denshi Tsushin Gakkai Ronbunshi), 82(2-6), 31-39, Mar. 1999 - ARCHモデルによる日経225オプション評価
現代経済学研究, 7, 143-159, 1999, Not reviewed - Long-run Relationships between Stock Market Prices
Moriyasu H
経済論究, 99(99), 113-127, Nov. 1997, Not reviewed - Forecasting of time series with fractal geometry by using scale transformations and parameter estimations obtained by the wavelet transform
Shozo Tokinaga; Hiroshi Moriyasu; Akio Miyazaki; Nobuyuki Shimazu
Electronics and Communications in Japan, Part III: Fundamental Electronic Science (English translation of Denshi Tsushin Gakkai Ronbunshi), 80(8), 20-30, Aug. 1997 - Price-change Relation between Stock Index and Stock Index Features Market for the Nikkei 225
Moriyasu H
経済論究, 98(97), 171-181, Jul. 1997, Not reviewed - 個別銘柄間株価の長期的関係について
経済論究, (99), 113-127, 1997, Not reviewed
Miscellaneous
- Report of the Seminar on the Prewar Publications and College of Commerce
Moriyasu Hiroshi
Annual report, 56, 59-60, 25 Mar. 2015, Not reviewed - Price Discovery Process in Nikkei 225 Futures Markets: Evidence from Osaka Stock Exchange and Singapore Exchange
Moriyasu Hiroshi
Annual report, 54, 53-69, Mar. 2013, Not reviewed - Foreign Exchange Rate Volatility and Information Inflow : Empirical Test with Ultra-High-Frequency Data
Susai Masayuki; Moriyasu Hiroshi
Journal of business and economics, 82(1), 155-172, Jun. 2002, Not reviewed The Relationship between Volatility and Trading Volume in Japanese Stock Market
Moriyasu Hiroshi
Annual report, 41, 81-100, 2000, Not reviewed- Pricing the Nikkei 225 Option Using the ARCH Option Pricing Method
7, 143-159, 1999, Not reviewed - Neural Networks for Pricing Stock Index Options
MORIYASU Hiroshi
人工知能学会全国大会論文集 = Proceedings of the Annual Conference of JSAI, 11, 219-222, 24 Jun. 1997, Not reviewed - 企業間株価の長期的関係について(金融(1))
森保 洋
日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集, 1997, 100-101, 02 Apr. 1997, Not reviewed - Forecasting Volatility of the Nikkei 225
(34), 39-45, 1997, Not reviewed - Price Change Relation between Stock Index and Index Futures Market for the Nikkei 225
(97), 171-181, 1997, Not reviewed - A Forecasting Method for Time-Series Bearing Fractal Geometry by Using the Scal Geometry by Using the Scale Transform and the Parameter Estimation Obtained by the Wavelet Transform
TOKINAGA Shozo; MORIYASU Hiroshi; MIYAZAKI Akio; SHIMAZU Nobuyuki
The Transactions of the Institute of Electronics,Information and Communication Engineers. A, 79(12), 2054-2062, 25 Dec. 1996, Not reviewed - A Forecasting Method for Time-Series Bearing Fractal Geometry and its Application
TOKINAGA Shozo; MORIYASU Hiroshi; MIYAZAKI Akio; SHIMAZU Nobuyuki
The Transactions of the Institute of Electronics,Information and Communication Engineers. A, 79(11), 1793-1800, 25 Nov. 1996, Not reviewed - A Method of Forecast for Input Traffic on Fluid Flow Models by Using Fractals
TOKINAGA Shozo; MORIYASU Hiroshi; MIYAZAKI Akio; SHIMAZU Nobuhiro
Technical report of IEICE. SSE, 95(510), 61-66, 16 Feb. 1996, Not reviewed - Time Series Forecast based upon Filtering Fractal Signals
TOKINAGA Shozo; MORIYASU Hiroshi; MIYAZAKI Akio; SHIMAZU Nobuhiro
Technical report of IEICE. DSP, 95(417), 43-48, 15 Dec. 1995, Not reviewed
Books and other publications
- ネット配信の進展と放送メディア
日本民間放送連盟研究所, Contributor, メディア情報と利用者行動:テレビ広告の事例
学文社, Jul. 2018, Not reviewed
9784762028236 - モンテカルロフィルタによるアジア株式の分析
数理ファイナンスの新分野とその応用, 2004, Not reviewed - 円/ドル為替レートの変動分析
マルチメディア環境と経済学, 1996, Not reviewed
Academic society affiliations
Research Themes
- The effect of economic policy uncertainty on Japanese economy
Grant-in-Aid for Scientific Research (B)
Nagasaki University
01 Apr. 2020 - 31 Mar. 2024 - コーポレートガバナンスと経験：新しいデータ構築と実証的解明への挑戦
Apr. 2019 - Mar. 2022 - 日銀による高リスク資産買い入れ政策：資本市場と企業活動への影響に関する実証分析
2017 - 2019 - 法制度・文化・組織特性を用いたコーポレートガバナンスの実証研究
2015 - 2017 - 集合行動バイアスに基づく外国為替市場の変動要因分析：実験・実証・人工市場を用いて
2014 - 2017 - 高速取引時代における現物市場と派生証券市場の関係：高頻度データを利用した実証分析
2014 - 2016 - An analysis of Japanese IPO markets: from intraday to long-run performances
Grant-in-Aid for Scientific Research (C)
Kwansei Gakuin University
2011 - 2013 - 超高速超高頻度データベースを用いた大規模金融データ分析
2011 - 2013 - なぜコーポレート・ガバナンスは重要なのか？経営者交代・配当・事業再構築の実証分析
2011 - 2013 - 超高頻度データを利用した企業のリスク構造推定モデルの開発と企業金融への応用
2009 - 2011 - 複雑系による拡散過程・自己組織化のモデリングとシステムリスク制御への応用研究
2007 - 2010 - AHPによる外為市場のセンチメントの測定と為替ディーラーの投資行動バイアスの研究
2006 - 2009 - 中国元の変動相場制移行によるアジア域内貿易構造に与える影響に関する実証分析
2006 - 2009 - 値幅制限が株価形成に与える影響-超高頻度データを利用した実証分析-
2007 - 2008 - わが国証券市場の機能と投資家の行動バイアス:アンケート調査と実験の融合による研究
2005 - 2007 - 株式投資単位引き下げが流動性に与える影響に関するティック・データを用いた実証分析
2005 - 2006 - 複雑系による予測とリアル・オプション評価を用いたシステムリスク分析・制御の研究
2003 - 2006 - 株式の売買単位変更が流動性にもたらす影響についての実証分析
2005 - 超高頻度観測データを利用した国際株式市場間競争の実証分析
2003 - 2004 - ティックデータによる日本株式市場分析
2001 - 2002 - 株価ボラティリティと株式市場に流入する情報の関係についての実証研究
- Study on Derivative Pricing
