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Search DetailsOTSUBO YoichiGraduate School of Economics / Division of EconomicsAssociate Professor
Research activity information
■ Paper- Corresponding, Elsevier BV, Oct. 2024, Economics Letters, 112027 - 112027, English[Refereed]Scientific journal
- Our analysis of more than 150,000 WallStreetBets comments reveals dominant phrases when members of the community experience collective excitement and solidarity (Collective Effervescence). Using the novel Vocabulary Herfindahl Index (VocaHIn), we find that stock returns volatility increases after CE, and vice versa.SSRN, Mar. 2024, English
- This research explores risk connectedness in the Canadian banking sector from 2007 to 2022, employing diverse measures such as daily realized volatility, implied volatility from option prices, and tail risk assessed through volatility skew (SKEW). During crises, interconnectedness peaks at 81.3% in 2020, highlighting sector vulnerability. Surprisingly, WTI oil volatility exhibits limited influence during the 2014-16 oil price collapse episode. Tail risk connectedness, indicated by SKEW, reveals a moderate level (53.8%) of interconnectedness regarding extreme events.Social Science Research Network, 2024, English
- Elsevier BV, Jan. 2023, Journal of Banking and Finance, 146, English[Refereed]Scientific journal
- Sep. 2019, The Energy Journal[Refereed]Scientific journal
- Elsevier BV, Mar. 2019, International Review of Economics and Finance, 60, 176 - 187, English[Refereed]Scientific journal
- Corresponding, Elsevier BV, 2015, Journal of International Financial Markets, Institutions & Money, 37, 99 - 113, English[Refereed]Scientific journal
- Corresponding, Routledge, 2015, Applied Economics Letters, 22(10) (10), 808 - 814, English[Refereed]Scientific journal
- Elsevier BV, Feb. 2014, Journal of Banking & Finance, 39(1) (1), 107 - 116, English[Refereed]Scientific journal
- Corresponding, Elsevier BV, 2014, Journal of Empirical Finance, 25, 36 - 51, English[Refereed]Scientific journal
- Lead, Elsevier BV, 2023, SSRN Electronic Journal, English
- Jan. 2023, JapaneseIntroduction commerce magazine
- Association of Behavioral Economics and Finance 19th Annual Meeting, Dec. 2025, EnglishAttention Cascades and Stock Market BehaviourOral presentation
- Waseda University, Dec. 2025, EnglishIntraday and Daily Price Discovery in Carbon Markets: EUA Futures vs. Carbon ETFsPublic discourse
- The 10th Annual International Conference in Hawaiʻi Navigating Global Challenges: Perspectives on Policy, Markets, and Society, Sep. 2025, EnglishIntraday and Daily Price Discovery in Carbon Markets: EUA Futures vs. Carbon ETFsOral presentation
- Japanese Economic Association Autumn Meeting, Sep. 2025, EnglishIntraday and Daily Price Discovery in Carbon Markets: EUA Futures vs. Carbon ETFsOral presentation
- Three Asian Countries Finance Conference, Sep. 2025, EnglishAttention Cascades and Stock Market Behaviour
- The Summer Workshop in Economic Theory 2025, Aug. 2025, EnglishIntensity Bursts in Wall Street Bets Discussion and Stock Markets Trading[Invited]
- 2025 Waseda Summer Workshop in Finance, Jul. 2025, EnglishIntensity Bursts in Wall Street Bets Discussion and Stock Markets Trading[Invited]
- International Review of Finance 2025 Conference, Jun. 2025, EnglishIntraday and Daily Price Discovery in Carbon Markets: EUA Futures vs. Carbon ETFsOral presentation
- Japan Society of Monetary Economics Annual Meeting 2025 Spring, Jun. 2025, EnglishIntensity Bursts in Wall Street Bets Discussion and Stock Markets TradingOral presentation
- 2025 Kobe Conference on Trade, Growth and Financial Integration, Mar. 2025, EnglishIntensity Bursts in Wall Street Bets Discussion and Stock Markets Trading[Invited]Oral presentation
- Thailand Development Research Institute, Dec. 2024, EnglishPrice Discovery in Carbon Credit ETFs[Invited]Public discourse
- 2024 Asia-Pacific Symposium on Economics and Finance, Nov. 2024, EnglishIntensity Bursts in WallStreetBets Discussion and Stock Markets TradingOral presentation
- Nippon Finance Association, Jun. 2024, EnglishOil Price Volatility and Option Implied Risk Connectedness in the Canadian Banking SectorOral presentation
- Sophia University, May 2023, EnglishWallStreetBets Influencers and Intensity BurstsPublic discourse
- Nippon Finance Association, May 2023, EnglishWallStreetBets Influencers and Intensity BurstsOral presentation
- Japanese Economic Association, May 2023, EnglishWallStreetBets Influencers and Intensity BurstsOral presentation
- British Accounting and Finance Association Annual Meeting, Apr. 2023, EnglishCollective Effervescence in Retail Investors: An Exploratory Inquiry to Understand the Meme Stock BubbleOral presentation
- Bank of Canada, Nov. 2019, EnglishDetecting political event risk in the options market
- Alliance Manchester Business School, Oct. 2017, EnglishHigh Frequency Trading and News SentimentOral presentation
- Kobe University, Sep. 2017, EnglishHigh Frequency Trading and News SentimentPublic discourse
- Bank of Japan, Sep. 2017, EnglishHigh Frequency Trading and News SentimentPublic discourse
- Japanese Economic Association, Sep. 2017, EnglishThe cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocksOral presentation
- Japan Society of Monetary Economics, Sep. 2017, EnglishThe cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocksOral presentation
- Society of Financial Econometrics Summer School, Jul. 2017, EnglishThe Role of Options Market in Discovering Risk during the Subprime CrisisPublic discourse
- Conference on Financial Econometrics and Quantitative Risk Management, Aug. 2015, EnglishThe Role of Options Market in Discovering Risk during the Subprime Crisis[Invited]Invited oral presentation
- Tohoku University, Nov. 2014, EnglishThe Role of Options Market in Discovering Risk during the Subprime CrisisPublic discourse
- Bank of Japan, Nov. 2014, EnglishThe Role of Options Market in Discovering Risk during the Subprime CrisisPublic discourse
- Hitotsubashi University, Oct. 2014, EnglishThe Role of Options Market in Discovering Risk during the Subprime CrisisPublic discourse
- Japan Society of Monetary Economics, Oct. 2014, EnglishThe Role of Options Market in Discovering Risk during the Subprime CrisisOral presentation
- European Economic Association Annual Meeting, Aug. 2014, EnglishLocation Basis Differentials in Crude Oil PricesOral presentation
- International Symposium on Energy and Finance Issues, Mar. 2014, EnglishLocation Basis Differentials in Crude Oil PricesOral presentation
- Bank of Japan, Feb. 2014, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisPublic discourse
- Paris Dauphine University, Jan. 2014, EnglishInternational Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese SharesPublic discourse
- University of Liege, Oct. 2013, EnglishInternational Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese SharesPublic discourse
- Nippon Finance Association, Jun. 2013, EnglishInternational Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese SharesOral presentation
- Financial Management Association European Conference, Jun. 2013, EnglishInternational Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese SharesOral presentation
- 51st meeting on the EWGFM, May 2013, EnglishThe Market Microstructure of the European Climate ExchangeOral presentation
- Yokohama National University, May 2013, EnglishInternational Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese SharesPublic discourse
- International Conference on the Global Financial Crisis, Apr. 2013, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisOral presentation
- WEAI 10th Biennial Pacific Rim Conference, Mar. 2013, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisOral presentation
- Duisburg-Essen University, RWE, Jan. 2013, EnglishThe Market Microstructure of the European Climate Exchange[Invited]Public discourse
- Australasian Finance and Banking Conference, Dec. 2012, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisOral presentation
- Auckland Finance Meeting, Dec. 2012, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisOral presentation
- Shanghai University of Finance and Economics, Dec. 2012, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisPublic discourse
- Conference on Energy Finance, Oct. 2012, EnglishThe Market Microstructure of the European Climate ExchangeOral presentation
- CSAEM International Conference on Global Economy, Policy Challenges, Market Responses, Sep. 2012, EnglishMarket Perceptions of US and European Policy Actions around the Subprime CrisisOral presentation
- Auckland Finance Meeting, Dec. 2011, EnglishThe Market Microstructure of the European Climate ExchangeOral presentation
- U.S. CFTC, Conference on Commodity Markets, Aug. 2011, EnglishThe Market Microstructure of the European Climate ExchangeOral presentation
- University of Luxembourg, Mar. 2011, EnglishThe Market Microstructure of the European Climate ExchangePublic discourse
- Japan Finance Association
- Nippon Finance Association
- Japan Society of Monetary Economics
- Japanese Economic Association
- 日本学術振興会, 科学研究費助成事業, 基盤研究(C), 神戸大学, 01 Apr. 2025 - 31 Mar. 2028個人投資家によるソーシャルメディア上のコミュニケーションが金融市場に及ぼす影響
