• 143 Citations
  • 7 h-Index
20072019

Research output per year

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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.

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Research Output

  • 143 Citations
  • 7 h-Index
  • 12 Article

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

    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

  • 3 Citations (Scopus)

    Strategy switching in the Japanese stock market

    Yamamoto, R. & Hirata, H., 2013 Oct 1, In : Journal of Economic Dynamics and Control. 37, 10, p. 2010-2022 13 p.

    Research output: Contribution to journalArticle

  • 9 Citations (Scopus)

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

    Yamamoto, R. & Hirata, H., 2012 Nov 1, In : Pacific Basin Finance Journal. 20, 5, p. 723-744 22 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)