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 2 20
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 2 4 18 65
Strategy Switching in the Japanese Stock Market 0 0 0 5 2 3 14 47
Total Working Papers 0 0 0 11 4 7 34 132


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 1 1 4 120
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 0 5 0 0 6 37
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 0 1 5 3 6 13 26
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 0 2 127 2 10 37 501
Limit order submission risks, order choice, and tick size 0 0 0 12 2 4 9 61
Long-memory in an order-driven market 0 0 1 20 0 1 5 98
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 0 36 2 4 8 152
Order-splitting and long-memory in an order-driven market 0 0 1 19 1 4 11 61
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 0 5 3 5 13 28
Price discovery, order submission, and tick size during preopen period 0 0 1 14 3 3 10 72
Strategy switching in the Japanese stock market 0 0 0 15 2 2 20 95
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 3 47 2 4 23 209
Trading profitability from learning and adaptation on the Tokyo Stock Exchange 0 0 0 3 2 2 6 18
Volatility clustering and herding agents: does it matter what they observe? 0 0 0 32 0 2 17 156
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 3 4 7 14
Total Journal Articles 0 0 9 364 26 52 189 1,648


Statistics updated 2026-05-06