Researcher Profile and Settings

Researcher

• EMail Addr Public

  mniizekimail.doshisha.ac.jp

URL

http://www1.doshisha.ac.jp/~mniizeki/

researchmap

https://researchmap.jp/read0053821

Research Areas

• Humanities & social sciences / Economic statistics
• Humanities & social sciences / Money and finance
• Humanities & social sciences / Public economics, labor economics

Education

• Osaka University, 経済学研究科, - 1995
• Osaka University, Graduate School, Division of Economics, - 1995
• Keio University, Graduate School of Business and Commerce, - 1993
• Keio University, Graduate School, Division of Commerce, - 1993
• Keio University, Faculty of Business and Commerce, - 1991
• Keio University, Faculty of Commerce, - 1991

Degree

• Master of Commerce, Keio University

Association Memberships

• 日本メタバース協会, 9999
• 日本テクニカルアナリスト協会, 9999
• 金融学会, 9999
• 統計学会, 9999
• 日本経済学会, 9999
• 行動経済学会, 9999

Committee Memberships

• 育児委員, 2018/03 - 2020/03, 日本経済学会, Society
• プログラム委員，選挙管理委員, 2007 - 2018, 行動経済学会, Society, 行動経済学会

Awards

• 日経STOCKリーグ NOMURA Award
  2009

Published Papers

• Private equity placements and the market responses in China
  Niizeki Kii Mikiyo; Yu Jie
  The Doshisha University economic review, Doshisha University, 64(2) 405 - 452, Sep. 2012
  

  DOI URL
• Bad debts and management efficiency in Japanese banks : an empirical analysis based on the estimation of the stochastic frontier production function
  Shikano Yoshiaki; Niizeki Mikiyo Kii
  The Doshisha University economic review, Doshisha University, 63(3) 289 - 328, Dec. 2011
  

  DOI URL
• Empirical Tests between Risks and Returns : An Analysis with a Prospect Theory
  Niizeki Mikiyo Kii
  The Doshisha University economic review, Doshisha University, 58(3) 373 - 401, Dec. 2006
  

  DOI URL
• The Possibility of Arbitrage Trading by the Spread Options : The Case of Electricity Market
  Fujiwara Koichi; Niizeki Mikiyo Kii
  The Doshisha University economic review, Doshisha University, 58(3) 403 - 422, Dec. 2006
  

  DOI URL
• Option Volume and Cash Stock Volatility : An Empirical Tests in the Japanese Stock Market
  Niizeki Mikiyo Kii
  経済学論叢, 同志社大学経済学会, 55(1) 33 - 50, Jun. 2003
  

  DOI URL
• An Effect of Exchange Rate Volatility on Trade Flow:An Empirical Test with SWGARCH-M Model
  Niizeki Mikiyo
  The Doshisha University economic review, Doshisha University, 54(1) 33 - 52, Jul. 2002
  

  DOI URL
• An Analysis of te Linkage between Japanese Stock Market and the Derivatives Markets: Estimates of the Implied Stock Prices
  Niizeki Mikiyo Kii
  經濟學論叢 = Keizaigaku-Ronso (The Doshisha University economic review), 同志社大学経済学会, 53(4) 56 - 74, 20 Mar. 2002
  

  DOI URL
• Option Pricing Models : Stochastic Interest Rates and Volatilities
  Niizeki Mikiyo
  The Doshisha University economic review, Doshisha University, 51(2) 279 - 293, Oct. 1999
  

  DOI URL
• The Japanese Stock Rate of Return and Volatility : A Comparison of Methods to Estimate Volatilities
  Niizeki Mikiyo Kii
  The Doshisha University economic review, Doshisha University, 49(4) 553*579 , Mar. 1998
  

  DOI URL

MISC

• Basic Survey of Aphantasia in Students in a Mechanical Engineering Drafting Course
  M. Niizeki; M. K. Niizeki
  Aug. 2019
• 中国第三者割当増資後の長期パフォーマンス
  新関 三希代; 兪 傑
  『経済学論叢』, 69(4) 121 - 161, Mar. 2018
• Entropy-based Optimization of Engineering Design –
  M. Niizeki; M. K. Niizeki
  The 4th International Conference on Design Engineering and Science(ICDES2017), Sep. 2017
• 中国株式市場の増資形態の特殊性
  新関三希代
  月刊資本市場, 2(366) 24 - 34, Feb. 2017
• 「中国における第三者割当増資の実証分析」
  新関 三希代; 兪 傑
  『経済学論叢』, 64(2) 105 - 152, Sep. 2012
• 「不良債権問題と銀行経営の効率性」
  新関 三希代; 鹿野 嘉昭
  『経済学論叢』, 63(3) 1 - 40, Dec. 2011
• Empirical tests between uncertainties of firms values and investors trades: analyses with panel data of Japanese steel, electric and gas firms
  Niizeki Mikiyo Kii
  The Doshisha University economic review, Doshisha University, 61(2) 53 - 74, Oct. 2009
  

  DOI URL
• A further analysis of the cointegration relationship between the cash stock market and the derivatives markets: cointegration tests with threshold autoregressive models in the Japanese markets
  Niizeki MIkiyo Kii; Maki Daiki
  Doshisha University world wide business review, Doshisha University, 6(2) 1 - 15, Mar. 2005
• Cash Stock Volatility and the Option Volume: Empirical Tests in the Japanese Markets (Special issue: scenarios for economic rebirth of Japan and merits and demerits of market system)
  Niizeki Mikiyo Kii
  Doshisha University world wide business review, Doshisha University, 4(3) 1 - 13, Mar. 2003
• An Analysis of the Linkage Between Japanese Stock Market and the Derivatives Markets:Estimates of the Implied Stock Prices
  Niizeki Mikiyo
  The Doshisha University economic review, Doshisha University, 53(4) 506 - 524, Mar. 2002
• A nonparametric test of a storage theory: Japanese oil markets
  Niizeki Mikiyo Kii
  Doshisha University world wide business review, Doshisha University, 2(1) 33 - 47, Jan. 2001
• A comparison of short-term interest rate models: Empirical tests of interest rate volatility
  Mikiyo Kii Niizeki
  Applied Financial Economics, Routledge, 8(5) 505 - 512, 1998
  

  DOI URL
• Empirical tests of short-term interest rate models: A nonparametric approach
  Mikiyo Kii Niizeki
  Applied Financial Economics, Routledge, 8(4) 347 - 352, 1998
  

  DOI URL
• A Comparison of short-term interst vate models : empirical tests of interest vate volatility
  Applied Financial Economics, 8(4) 505 - 512, 1998
• "Empirical Tests of Short-Term Interest Rate Models : A Nonpara-metric Approach"
  Applied Financial Economics, 8(4) 347 - 352, 1998
• Option Pricing Models--A Survey
  KII Mikiyo
  Osaka Daigaku keizaigaku = The Economic review of Osaka University, Osaka University, 44(1) 57 - 78, 1994

Books etc

• マクロ経済学の視点
  新関 三希代; 清川・北川; 辻村・東
  八千代出版, 2007, Joint work, Scholarly book

Presentations

• 組織内会計士のための行動ファイナンスの実務
  新関 三希代
  日本公認会計士協会, 07 Oct. 2022, Public discourse
• 行動ファイナンス
  新関 三希代
  同経会東京のつどい, 2018
• 行動経済学で分析する株式市場
  新関 三希代
  投資能力向上講座, 2018
• 行動ファイナンスから読み解く株式市場のアノマリー
  新関 三希代
  東京新島講座, 2016, 京都市
• 中国における第三者割当増資の実証分析
  日本金融学会2012年度秋季大会, 2012

Works

• 中国における第三者割当増資の実証分析
  2012 -2018
• Private Equity Placements and the Market Responses in China
  2012 -2018
• 不良債権問題と銀行経営の効率性
  2008 -2011
• Bad Debts Problem and Management Efficiency in Japanese Banks
  2008 -2011
• 日経225株価指数と先物・オプション価格の関係ー非線形共和分検定による実証分析
  2005 -2008
• Relationships between Nikke225 Stock Index and the Derivatives-Empirical Tests with Nonlinear Cointegration Analysis
  2005 -2008
• 価格ボラティリティと原油備蓄
  1999 -2001
• Relationships between Oil Price Volatilities and the Storage Levels
  1999 -2001

Research Projects

• Empirical Tests of Investors Behavior
  Competitive research funding
• Pricing Theory in Markets : Empirical Analysis
  Competitive research funding
• 投資家行動の実証分析
  Competitive research funding
• 市場の価格理論と実証分析
  Competitive research funding

Social Contribution

• 京都府建築審査会, 京都府, 2024/03/01-Today, Meeting
• 大阪ガス株式会社取締役, 2023/06/01-Today
• 日経統合報告書アワード, 2022/12-Today, Lecture
• 一般社団法人エッジソン・マネージメント, 2022/06-Today, Others
• 沖縄進学力グレードアップ推進事業研修講師, 2014-Today
• 京都市建築審査会委員, 2019
• 京都市指定金融機関選定委員, 2017-2018
• 京都市開発審査会委員, 2008-2012
• 中学生への特別授業（経済知力フォーラム主催）, 2007-2012
• 京都市景観政策検証システム研究会委員, 2009-2010
• 神戸市職員へのセミナー講師, 2003-2004
• エネルギー懇話会委員（関西電力株式会社大阪北支店）, 2003-2004

Media Coverage

• KBS京都「サラピン京都』, Media report, Oct. 2023
• KBS京都「さらぴん京都」, Media report, Mar. 2021
• 関西TV「報道ランナー」, Media report, Jan. 2021
• 読売TV「関西情報ネットten」, Media report, Sep. 2020
• KBS京都「さらぴん京都」, Media report, Mar. 2020
• 読売TV「関西情報ネットten」, Media report, Dec. 2019
• 読売TV「かんさい情報ネットten.」, Media report, Jun. 2019

Teaching Experience

• 経済理論入門
• 統計
  同志社大学
• マクロ経済学
  同志社大学
• ミクロ経済学
  同志社大学
• 企業分析
  同志社大学
• 経済学概説
  同志社大学
• ファイナンス
  同志社大学，龍谷大学