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 1 19
Dynamic predictor selection and order splitting in a limit order market 0 0 0 3 0 0 5 47
Strategy Switching in the Japanese Stock Market 0 0 0 5 1 2 4 35
Total Working Papers 0 0 0 11 1 2 10 101

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 1 117
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 0 0 1 5 0 0 1 31
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET 0 1 1 5 1 3 3 16
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 1 2 2 127 1 2 16 476
Limit order submission risks, order choice, and tick size 0 0 2 12 1 1 5 55
Long-memory in an order-driven market 0 0 1 19 0 2 4 95
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 0 0 18 1 1 1 51
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 0 0 1 5 0 1 5 17
Price discovery, order submission, and tick size during preopen period 0 0 2 14 1 1 4 64
Strategy switching in the Japanese stock market 0 0 0 15 0 0 14 85
The Impact of Imitation on Long Memory in an Order-Driven Market 0 1 1 45 1 2 4 190
Trading profitability from learning and adaptation on the Tokyo Stock Exchange 0 0 0 3 1 2 2 14
Volatility clustering and herding agents: does it matter what they observe? 0 0 0 32 3 5 6 144
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET 0 0 0 2 1 1 1 8
Total Journal Articles 1 4 11 360 12 22 69 1,509

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Statistics updated 2025-11-08