• 150 Citations
  • 7 h-Index
20072020

Research output per year

If you made any changes in Pure these will be visible here soon.

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.

Research Output

  • 150 Citations
  • 7 h-Index
  • 14 Article

Limit order submission risks, order choice, and tick size

Yamamoto, R., 2020 Feb, In : Pacific Basin Finance Journal. 59, 101261.

Research output: Contribution to journalArticle

Open Access
  • 1 Citation (Scopus)

    Price discovery, order submission, and tick size during preopen period

    Xiao, X. & Yamamoto, R., 2020 Oct, In : Pacific Basin Finance Journal. 63, 101428.

    Research output: Contribution to journalArticle

  • DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET

    Yamamoto, R., 2019 Jul 1, In : Macroeconomic Dynamics. 23, 5, p. 1757-1792 36 p.

    Research output: Contribution to journalArticle

  • Trading profitability from learning and adaptation on the Tokyo stock exchange

    Yamamoto, R., 2016 Jun 2, In : Quantitative Finance. 16, 6, p. 969-996 28 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    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

  • 4 Citations (Scopus)