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 20
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 0 5 17 61
Strategy Switching in the Japanese Stock Market 0 0 0 5 1 8 13 45
Total Working Papers 0 0 0 11 1 14 32 126


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 1 3 119
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 1 5 0 5 7 37
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 0 1 5 0 2 7 20
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 0 2 127 1 13 28 492
Limit order submission risks, order choice, and tick size 0 0 0 12 1 3 6 58
Long-memory in an order-driven market 0 1 1 20 0 2 4 97
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 0 36 0 2 4 148
Order-splitting and long-memory in an order-driven market 0 0 1 19 1 4 8 58
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 1 5 0 6 9 23
Price discovery, order submission, and tick size during preopen period 0 0 1 14 0 4 7 69
Strategy switching in the Japanese stock market 0 0 0 15 0 8 18 93
The Impact of Imitation on Long Memory in an Order-Driven Market 0 2 3 47 1 15 20 206
Trading profitability from learning and adaptation on the Tokyo Stock Exchange 0 0 0 3 0 2 4 16
Volatility clustering and herding agents: does it matter what they observe? 0 0 0 32 1 11 16 155
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 0 2 3 10
Total Journal Articles 0 3 11 364 5 80 144 1,601


Statistics updated 2026-03-04