| Cryptocurrency market efficiency in short-and long-term horizons during COVID-19: An asymmetric multifractal analysis approach S Kakinaka, K Umeno Finance Research Letters 46, 102319, 2022 | 93 | 2022 |
| Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets S Kakinaka, K Umeno Physica A: Statistical Mechanics and its Applications 581 (126237), 2021 | 29 | 2021 |
| Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales S Kakinaka, K Umeno Research in International Business and Finance 62, 101754, 2022 | 28 | 2022 |
| Characterizing cryptocurrency market with Lévy’s stable distributions S Kakinaka, K Umeno Journal of the Physical Society of Japan 89 (2), 024802, 2020 | 13 | 2020 |
| Investigating dynamical complexity and fractal characteristics of Bitcoin/US Dollar and Euro/US Dollar exchange rates around the COVID-19 outbreak PI Zitis, S Kakinaka, K Umeno, MP Hanias, SG Stavrinides, SM Potirakis Entropy 25 (2), 214, 2023 | 3 | 2023 |
| Flexible Two-point Selection Approach for Characteristic Function-based Parameter Estimation of Stable Laws S Kakinaka, K Umeno Chaos: An Interdisciplinary Journal of Nonlinear Science 30 (073128), 2020 | 2 | 2020 |
| The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets PI Zitis, S Kakinaka, K Umeno, SG Stavrinides, MP Hanias, SM Potirakis Entropy 25 (12), 1622, 2023 | 1 | 2023 |
| Fractal portfolio strategies: does scale preference of investors matter? S Kakinaka, T Hayakawa, D Kato, K Umeno Applied Economics Letters, 1-7, 2023 | | 2023 |
| Power Law Systems and Heterogeneous Fractal Properties of Cryptocurrency Markets S Kakinaka Kyoto University, 2023 | | 2023 |
| Research in International Business and Finance S Kakinaka, K Umeno | | |
