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 0 0 18
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 3 4 7 47
Strategy Switching in the Japanese Stock Market 0 0 0 5 1 2 2 33
Total Working Papers 0 0 0 11 4 6 9 98


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 1 1 5 0 1 1 31
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 0 0 4 0 0 1 13
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 0 2 125 0 0 8 464
Limit order submission risks, order choice, and tick size 0 1 5 12 0 1 8 52
Long-memory in an order-driven market 0 1 3 19 0 1 6 93
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 2 36 0 0 5 144
Order-splitting and long-memory in an order-driven market 0 0 0 18 0 0 2 50
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 1 2 5 0 2 5 15
Price discovery, order submission, and tick size during preopen period 0 0 1 13 0 0 4 62
Strategy switching in the Japanese stock market 0 0 0 15 0 1 4 75
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 0 44 0 0 1 186
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 1 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 4 16 355 0 7 47 1,459


Statistics updated 2025-05-12