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 1 1 4 44
Strategy Switching in the Japanese Stock Market 0 0 0 5 1 1 1 32
Total Working Papers 0 0 0 11 2 2 5 94

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 1 22 0 0 3 116
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 0 4 0 0 0 30
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 3 10 464
Limit order submission risks, order choice, and tick size 1 1 6 12 1 1 9 52
Long-memory in an order-driven market 1 1 5 19 1 2 8 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 0 1 4 1 2 4 14
Price discovery, order submission, and tick size during preopen period 0 1 3 13 0 1 6 62
Strategy switching in the Japanese stock market 0 0 0 15 1 4 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 1 12
Volatility clustering and herding agents: does it matter what they observe? 0 0 1 32 1 1 2 139
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 2 3 21 353 5 14 56 1,457

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Statistics updated 2025-03-03