Access Statistics for Ryuichi Yamamoto

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	2	20
Dynamic predictor selection and order splitting in a limit order market	0	0	0	3	1	10	14	57
Strategy Switching in the Japanese Stock Market	0	0	0	5	5	8	11	42
Total Working Papers	0	0	0	11	7	19	27	119

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	118
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint	0	0	1	5	3	4	5	35
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET	0	0	1	5	0	3	5	18
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange	0	1	2	127	6	10	23	485
Limit order submission risks, order choice, and tick size	0	0	1	12	2	3	6	57
Long-memory in an order-driven market	1	1	2	20	1	1	4	96
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market	0	0	0	36	0	0	2	146
Order-splitting and long-memory in an order-driven market	0	1	1	19	1	5	5	55
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange	0	0	1	5	3	3	8	20
Price discovery, order submission, and tick size during preopen period	0	0	1	14	2	4	5	67
Strategy switching in the Japanese stock market	0	0	0	15	4	4	17	89
The Impact of Imitation on Long Memory in an Order-Driven Market	1	1	2	46	2	4	7	193
Trading profitability from learning and adaptation on the Tokyo Stock Exchange	0	0	0	3	1	2	3	15
Volatility clustering and herding agents: does it matter what they observe?	0	0	0	32	3	6	9	147
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET	0	0	0	2	0	1	1	8
Total Journal Articles	2	4	12	363	28	52	102	1,549

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Statistics updated 2026-01-09