Access Statistics for Ryuichi Yamamoto

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market 0 0 0 3 0 1 1 19
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 0 0 6 47
Strategy Switching in the Japanese Stock Market 0 0 0 5 0 0 2 33
Total Working Papers 0 0 0 11 0 1 9 99


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange 0 0 0 22 0 0 1 116
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 1 5 0 0 1 31
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 0 0 4 0 0 0 13
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 0 1 125 4 10 16 474
Limit order submission risks, order choice, and tick size 0 0 4 12 1 2 7 54
Long-memory in an order-driven market 0 0 1 19 0 0 4 93
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 0 36 1 2 5 146
Order-splitting and long-memory in an order-driven market 0 0 0 18 0 0 1 50
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 1 5 0 1 5 16
Price discovery, order submission, and tick size during preopen period 0 1 2 14 0 1 4 63
Strategy switching in the Japanese stock market 0 0 0 15 1 10 14 85
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 0 44 0 2 3 188
Trading profitability from learning and adaptation on the Tokyo Stock Exchange 0 0 0 3 0 0 0 12
Volatility clustering and herding agents: does it matter what they observe? 0 0 0 32 0 0 1 139
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 0 0 0 7
Total Journal Articles 0 1 10 356 7 28 62 1,487


Statistics updated 2025-08-05