Corum has unwittingly hit the mark here, with the suggestion of  "a holding agent like cement".

Allow me to explain. I return from a protracted smashy smashy session, removing plaster from the stone walls of an old house, and lo and behold, my hair was infused, nay, saturated, with large quantities of plaster dust. And not just the exposed surface. No, six hours of hammering at plaster walls ensured that every hair upon my head had powder clinging to the entirety of its length.
At this point, my hair resembled the more feasible anime hairstyles: lying flat, but with a definite spiky edge to it.
This would not last.

Sleep deprivation led me to believe that a wet comb would effectively remove the dust. God bless sleep deprivation. With each stroke of the comb, I realised that my hair was not falling back into place, nor was it even falling. It was following exactly and unwaveringly the course my comb had taken through it, no matter what the direction.

Laughing to myself, I proceeded to bring my hair through countless impossible styles, passing through the full cast of just about any anime I had ever seen. And it worked.

So remember this. It works faster than gel, it's easier to wash out than wax, it's not crispy and it holds better than anything I have ever had in my hair before.
When you need anime hair, just imagine your head is a wall.
Plaster Is The Answer.