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 2 5 43
Strategy Switching in the Japanese Stock Market 0 0 0 5 0 0 0 31
Total Working Papers 0 0 0 11 1 2 5 92

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 1 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 1 4 0 0 2 13
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 0 1 3 125 1 2 10 461
Limit order submission risks, order choice, and tick size 1 2 5 11 1 3 9 51
Long-memory in an order-driven market 0 0 5 18 0 2 8 91
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 0 0 3 36 0 3 6 144
Order-splitting and long-memory in an order-driven market 0 0 0 18 0 1 2 50
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 1 4 0 1 4 12
Price discovery, order submission, and tick size during preopen period 0 0 5 12 1 2 10 61
Strategy switching in the Japanese stock market 0 0 0 15 0 0 1 71
The Impact of Imitation on Long Memory in an Order-Driven Market 0 0 0 44 0 1 3 186
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 0 0 1 138
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 0 0 2 7
Total Journal Articles 1 3 25 350 3 16 62 1,443

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Statistics updated 2024-12-04