Post-Publication Alpha Decay: A Case Study of a U.S.-Japan Sector Lead-Lag Strategy
Released on J-STAGE: October 06, 2026 | Volume 2026 Issue FIN-037 Pages 62-69
Katsuma HIROHASHI, Kenji KUBO, Yuki TAKEMOTO, Masahiro KATO, Kei NAKAGAWA
Lead-lag strategies for Japanese and U.S. sectors using subspace regularization PCA
Released on J-STAGE: March 18, 2026 | Volume 2026 Issue FIN-036 Pages 76-83
Kei NAKAGAWA, Yuki TAKEMOTO, Kenji KUBO, Masahiro KATO
Funding Rate Carry Strategy for Crypto Perpetual Futures on the Hyperliquid Market
Released on J-STAGE: October 06, 2026 | Volume 2026 Issue FIN-037 Pages 168-177
Yoshihiko ICHIKAWA, Kei NAKAGAWA
LLM-PEAD.txt: Empirical study of surprise extraction using LLM and post earnings announcement drift in the Japanese stock market
Released on J-STAGE: October 08, 2025 | Volume 2025 Issue FIN-035 Pages 157-163
Kento TANEMURA, Kenji KUBO, Kei NAKAGAWA
Feedback Design for the Automatic Generation of Stock Investment Strategies
Released on J-STAGE: March 18, 2026 | Volume 2026 Issue FIN-036 Pages 193-202
Hirai KAWAMURA, Kenji KUBO, Kei NAKAGAWA
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