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早稲田大学 ホーム
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専門知識、名前、または所属機関で検索
Scopus著者プロファイル
山本 竜市
教授
Professor 教授
,
政治経済学部
ウェブサイト
https://w-rdb.waseda.jp/html/100001226_ja.html
172
被引用数
出典: Scopus
7
h-index
Pureの文献数とScopusの被引用数に基づいて算出されます
2007
2022
年別の研究成果
概要
フィンガープリント
ネットワーク
研究成果
(15)
類似のプロファイル
(6)
Pureに変更を加えた場合、すぐここに表示されます。
研究成果
年別の研究成果
2007
2007
2008
2010
2011
2012
2013
2014
2016
2019
2020
2022
2022
172
被引用数
7
h-index
15
Article
年別の研究成果
年別の研究成果
15 件
出版年、タイトル
(降順)
出版年、タイトル
(昇順)
タイトル
タイプ
フィルター
Article
検索結果
2022
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange
Yamamoto, R.
,
2022 1月
,
In:
Computational Economics.
59
,
1
,
p. 325-356
32 p.
研究成果
:
Article
›
査読
Tokyo Stock Exchange
100%
Investors
84%
Price Impact
83%
Predictors
76%
Industry
31%
1
被引用数 (Scopus)
2020
Limit order submission risks, order choice, and tick size
Yamamoto, R.
,
2020 2月
,
In:
Pacific Basin Finance Journal.
59
, 101261.
研究成果
:
Article
›
査読
Tick Size
100%
Limit Orders
91%
Transaction Costs
14%
Tokyo Stock Exchange
13%
Empirical Study
12%
3
被引用数 (Scopus)
Price discovery, order submission, and tick size during preopen period
Xiao, X.
&
Yamamoto, R.
,
2020 10月
,
In:
Pacific Basin Finance Journal.
63
, 101428.
研究成果
:
Article
›
査読
Tick Size
100%
Order Size
90%
Price Discovery
79%
Investors
40%
Impact Factor
27%
1
被引用数 (Scopus)
2019
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET
Yamamoto, R.
,
2019 7月 1
,
In:
Macroeconomic Dynamics.
23
,
5
,
p. 1757-1792
36 p.
研究成果
:
Article
›
査読
Limit Order Market
100%
Predictors
69%
Investors
50%
Fat Tails
26%
Return Autocorrelation
16%
1
被引用数 (Scopus)
2016
Trading profitability from learning and adaptation on the Tokyo stock exchange
Yamamoto, R.
,
2016 6月 2
,
In:
Quantitative Finance.
16
,
6
,
p. 969-996
28 p.
研究成果
:
Article
›
査読
Tokyo Stock Exchange
100%
Profitability
90%
Behavioral Heterogeneity
22%
Data Snooping
21%
Technical Trading Rules
20%
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月 1
,
In:
Journal of Empirical Finance.
29
,
p. 369-383
15 p.
研究成果
:
Article
›
査読
Tokyo Stock Exchange
100%
Limit Orders
94%
Order Book
92%
Investors
84%
Empirical Analysis
50%
4
被引用数 (Scopus)
2013
Strategy switching in the Japanese stock market
Yamamoto, R.
&
Hirata, H.
,
2013 10月
,
In:
Journal of Economic Dynamics and Control.
37
,
10
,
p. 2010-2022
13 p.
研究成果
:
Article
›
査読
Japanese Stock Market
100%
Stock Market
93%
Financial markets
84%
Expectation Formation
62%
Switches
50%
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月
,
In:
Pacific Basin Finance Journal.
20
,
5
,
p. 723-744
22 p.
研究成果
:
Article
›
査読
Japanese Stock Market
100%
Stock Prices
21%
Foreign Exchange Rates
10%
Corporate Objective
9%
Information Content
8%
2
被引用数 (Scopus)
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
Yamamoto, R.
,
2012 11月
,
In:
Journal of Banking and Finance.
36
,
11
,
p. 3033-3047
15 p.
研究成果
:
Article
›
査読
Tokyo Stock Exchange
100%
Technical Analysis
86%
Imbalance
67%
Order Book
46%
Limit Orders
31%
25
被引用数 (Scopus)
2011
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, R.
,
2011 11月
,
In:
Journal of Economic Dynamics and Control.
35
,
11
,
p. 1938-1963
26 p.
研究成果
:
Article
›
査読
Order-driven Markets
100%
Transparency
95%
Trade
84%
Long Memory
80%
Market
67%
22
被引用数 (Scopus)
Volatility clustering and herding agents: Does it matter what they observe?
Yamamoto, R.
,
2011 5月 1
,
In:
Journal of Economic Interaction and Coordination.
6
,
1
,
p. 41-59
19 p.
研究成果
:
Article
›
査読
Herding
100%
Volatility Clustering
92%
Information Sharing
20%
Proportion
9%
Stock Market
9%
9
被引用数 (Scopus)
2010
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint
Yamamoto, R.
,
2010 3月 15
,
In:
Physica A: Statistical Mechanics and its Applications.
389
,
6
,
p. 1208-1214
7 p.
研究成果
:
Article
›
査読
Borrowing Constraints
100%
Volatility Clustering
91%
Herding
86%
volatility
66%
Volatility
57%
7
被引用数 (Scopus)
Order-splitting and long-memory in an order-driven market
Yamamoto, R.
&
Lebaron, B.
,
2010 1月
,
In:
European Physical Journal B.
73
,
1
,
p. 51-57
7 p.
研究成果
:
Article
›
査読
economy
100%
Simulation
75%
Data storage equipment
72%
Financial markets
71%
Volume
68%
14
被引用数 (Scopus)
2008
The impact of imitation on long memory in an order-driven market
LeBaron, B.
&
Yamamoto, R.
,
2008
,
In:
Eastern Economic Journal.
34
,
4
,
p. 504-517
14 p.
研究成果
:
Article
›
査読
Order-driven Markets
100%
Long Memory
74%
Imitation
70%
Financial Time Series
49%
Trader Behavior
33%
24
被引用数 (Scopus)
2007
Long-memory in an order-driven market
LeBaron, B.
&
Yamamoto, R.
,
2007 9月 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
Long Memory
100%
learning
90%
Market
83%
Learning
45%
volatility
36%
47
被引用数 (Scopus)