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 2 21
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 0 0 18 65
Strategy Switching in the Japanese Stock Market 0 0 0 5 0 0 14 47
Total Working Papers 0 0 0 11 0 1 34 133


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 4 120
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 0 5 1 1 7 38
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 0 1 5 0 1 14 27
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 1 3 128 7 12 39 513
Limit order submission risks, order choice, and tick size 0 1 1 13 1 2 9 63
Long-memory in an order-driven market 0 0 1 20 1 1 6 99
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 0 36 0 0 6 152
Order-splitting and long-memory in an order-driven market 0 0 1 19 0 0 11 61
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 0 5 0 1 13 29
Price discovery, order submission, and tick size during preopen period 1 2 2 16 1 5 14 77
Strategy switching in the Japanese stock market 0 0 0 15 0 2 12 97
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 3 47 1 1 22 210
Trading profitability from learning and adaptation on the Tokyo Stock Exchange 0 0 0 3 0 1 7 19
Volatility clustering and herding agents: does it matter what they observe? 0 0 0 32 1 3 20 159
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 1 1 8 15
Total Journal Articles 1 4 12 368 14 31 192 1,679


Statistics updated 2026-08-07