Tamagawa University · Faculty of Business Administration · 准教授

Research keywordsmomentum strategies・liquidity shocks・Japanese equity market・Nikkei 225 futures・carry trades・contrarian strategies・intraday reversal・bond futures

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• Illusion momentum and cross-sectional returns2026
• How the prior day's S&P 500 returns influence the intraday returns of Nikkei 225 futures2026
• The impact of short-term and long-term liquidity changes on stock returns2026
• Decomposing the reversal effect: Exploring low-to-price and other indicators2025

• クロスモメンタム戦略の有効性とメカニズムの解明2025
• 債券市場のアノマリーの検証2024
• 流動性の変化の価格付けに関する日米株式市場での検証2024
• モメンタム戦略の開発とその有効性の検証2024

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