Ryuichi Yamamoto – 研究成果 — 早稲田大学

Scopus著者プロファイル

ウェブサイトhttps://w-rdb.waseda.jp/html/100001226_ja.html

年別の研究成果

Pureに変更を加えた場合、すぐここに表示されます。

162 被引用数
7 h-index
15 Article

15 件

フィルター

2021
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange
Yamamoto, R., 2021, (Accepted/In press) In: Computational Economics.
研究成果: Article › 査読
2020
Limit order submission risks, order choice, and tick size
Yamamoto, R., 2020 2, In: Pacific Basin Finance Journal. 59, 101261.
研究成果: Article › 査読

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