年単位の研究成果
研究成果
- 150 引用
- 7 h指数
- 14 Article
2020
Limit order submission risks, order choice, and tick size
Yamamoto, R., 2020 2, ： : Pacific Basin Finance Journal. 59, 101261.研究成果: Article
公開
1
引用
（Scopus）
Price discovery, order submission, and tick size during preopen period
Xiao, X. & Yamamoto, R., 2020 10, ： : Pacific Basin Finance Journal. 63, 101428.研究成果: Article
2019
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET
Yamamoto, R., 2019 7 1, ： : Macroeconomic Dynamics. 23, 5, p. 1757-1792 36 p.研究成果: Article
2016
Trading profitability from learning and adaptation on the Tokyo stock exchange
Yamamoto, R., 2016 6 2, ： : Quantitative Finance. 16, 6, p. 969-996 28 p.研究成果: Article
2
引用
（Scopus）
2014
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, R., 2014 12 1, ： : Journal of Empirical Finance. 29, p. 369-383 15 p.研究成果: Article
4
引用
（Scopus）
2013
Strategy switching in the Japanese stock market
Yamamoto, R. & Hirata, H., 2013 10 1, ： : Journal of Economic Dynamics and Control. 37, 10, p. 2010-2022 13 p.研究成果: Article
9
引用
（Scopus）
2012
Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market
Yamamoto, R. & Hirata, H., 2012 11 1, ： : Pacific Basin Finance Journal. 20, 5, p. 723-744 22 p.研究成果: Article
1
引用
（Scopus）
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
Yamamoto, R., 2012 11 1, ： : Journal of Banking and Finance. 36, 11, p. 3033-3047 15 p.研究成果: Article
17
引用
（Scopus）
2011
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, R., 2011 11 1, ： : Journal of Economic Dynamics and Control. 35, 11, p. 1938-1963 26 p.研究成果: Article
21
引用
（Scopus）
Volatility clustering and herding agents: Does it matter what they observe?
Yamamoto, R., 2011 5 1, ： : Journal of Economic Interaction and Coordination. 6, 1, p. 41-59 19 p.研究成果: Article
8
引用
（Scopus）
2010
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint
Yamamoto, R., 2010 3 15, ： : Physica A: Statistical Mechanics and its Applications. 389, 6, p. 1208-1214 7 p.研究成果: Article
6
引用
（Scopus）
Order-splitting and long-memory in an order-driven market
Yamamoto, R. & Lebaron, B., 2010 1 1, ： : European Physical Journal B. 73, 1, p. 51-57 7 p.研究成果: Article
13
引用
（Scopus）
2008
The impact of imitation on long memory in an order-driven market
LeBaron, B. & Yamamoto, R., 2008 11 12, ： : Eastern Economic Journal. 34, 4, p. 504-517 14 p.研究成果: Article
22
引用
（Scopus）
2007
Long-memory in an order-driven market
LeBaron, B. & Yamamoto, R., 2007 9 1, ： : Physica A: Statistical Mechanics and its Applications. 383, 1 SPEC. ISS., p. 85-89 5 p.研究成果: Article
46
引用
（Scopus）