• 50 Citations
  • 4 h-Index
20062017
If you made any changes in Pure these will be visible here soon.

Research Output 2006 2017

  • 50 Citations
  • 4 h-Index
  • 14 Article
  • 1 Chapter
Filter
Article
2017
1 Citation (Scopus)
Stopping time
Foreign exchange intervention
Methodology
Empirical results
Nearest neighbor
5 Citations (Scopus)

Simple measures of market efficiency: A study in foreign exchange markets

Kitamura, Y., 2017 Mar 1, In : Japan and the World Economy. 41, p. 1-16 16 p.

Research output: Contribution to journalArticle

foreign exchange
efficiency
market
liquidity
stock market
2016
1 Citation (Scopus)
Microstructure
Private information
Market order
Markov switching model
Adverse selection
1 Citation (Scopus)

Predicting a flash crash in the yen/dollar foreign exchange market

Kitamura, Y., 2016 Oct 27, (Accepted/In press) In : Applied Economics Letters. p. 1-4 4 p.

Research output: Contribution to journalArticle

Foreign exchange market
Crash
Probability of informed trading
Bid
Order flow
2015

A Survey on Characteristics of Japanese Academic Job Market and Evaluation

Domon, K. & Kitamura, Y., 2015 Feb 25, In : Evaluation Review. 39, 1, p. 82-101 20 p.

Research output: Contribution to journalArticle

Cultural Characteristics
Medical Faculties
cost-benefit analysis
European Union
Marketing
1 Citation (Scopus)
Price volatility
Price impact
Order flow
Probability of informed trading
Price reversal
2012
2 Citations (Scopus)

Effect of exchange rate return on volatility spill-over across trading regions

Galagedera, D. U. A. & Kitamura, Y., 2012, (Accepted/In press) In : Japan and the World Economy.

Research output: Contribution to journalArticle

rate of exchange
dollar
Euro
currency
Exchange rate returns
Euro
Swiss
currency
market
evidence
2011

The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach

Kitamura, Y., 2011, In : Asia-Pacific Financial Markets. 18, 1, p. 1-31 31 p.

Research output: Contribution to journalArticle

Copula
Order flow
Foreign exchange market
Informed traders
Econometric methods
2010
25 Citations (Scopus)
Volatility spillover
Interdependence
News
Testing
Spill
2009
5 Citations (Scopus)

Intraday evidence of the informational efficiency of the yen/dollar exchange rate

Iwatsubo, K. & Kitamura, Y., 2009, In : Applied Financial Economics. 19, 14, p. 1103-1115 13 p.

Research output: Contribution to journalArticle

Exchange rates
Informational efficiency
Market segments
Price changes
Trading volume
5 Citations (Scopus)

The current account and stock returns

Kitamura, Y., 2009 Sep, In : Research in International Business and Finance. 23, 3, p. 302-321 20 p.

Research output: Contribution to journalArticle

Current account
Stock returns
Permanent income
Stock market returns
Representative agent
2 Citations (Scopus)

The optimal exchange rate regime for a small country

Akiba, H., Iida, Y. & Kitamura, Y., 2009, In : International Economics and Economic Policy. 6, 3, p. 315-343 29 p.

Research output: Contribution to journalArticle

Floating
Small countries
Exchange rate regimes
Private sector
Central bank
2006
2 Citations (Scopus)

Information arrival, interest rate differentials, and yen/dollar exchange rate

Kitamura, Y. & Akiba, H., 2006 Jan, In : Japan and the World Economy. 18, 1, p. 108-119 12 p.

Research output: Contribution to journalArticle

interest rate
dollar
structural model
transaction
assets