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Fingerprint Dive into the research topics where Ryuichi Yamamoto is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 1 Similar Profiles
Long Memory Mathematics
Stock Market Mathematics
Borrowing Constraints Mathematics
Volatility Clustering Mathematics
Herding Mathematics
Data storage equipment Engineering & Materials Science
Volatility Mathematics
Transparency Mathematics

Research Output 2007 2017

  • 133 Citations
  • 7 h-Index
  • 12 Article

DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET

Yamamoto, R., 2017 Aug 7, (Accepted/In press) In : Macroeconomic Dynamics. p. 1-36 36 p.

Research output: Contribution to journalArticle

Limit order market
Predictors
Investors
Fat tails
Volatility persistence
2 Citations (Scopus)

Trading profitability from learning and adaptation on the Tokyo Stock Exchange

Yamamoto, R., 2015 Nov 10, (Accepted/In press) In : Quantitative Finance.

Research output: Contribution to journalArticle

Profitability
Tokyo Stock Exchange
Agent-based
Return distribution
Volatility clustering

An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange

Yamamoto, R., 2014 Dec 1, In : Journal of Empirical Finance. 29, p. 369-383 15 p.

Research output: Contribution to journalArticle

Order book
Tokyo Stock Exchange
Limit orders
Empirical analysis
Investors
8 Citations (Scopus)

Strategy switching in the Japanese stock market

Yamamoto, R. & Hirata, H., 2013 Oct, In : Journal of Economic Dynamics and Control. 37, 10, p. 2010-2022 13 p.

Research output: Contribution to journalArticle

Stock Market
Switches
Industry
Sort
Forecast
1 Citation (Scopus)

Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market

Yamamoto, R. & Hirata, H., 2012 Nov, In : Pacific Basin Finance Journal. 20, 5, p. 723-744 22 p.

Research output: Contribution to journalArticle

Japanese stock market
Stock prices
Panel data
Coexistence
Futures prices