年別の研究成果
年別の研究成果
研究成果
- 16 Article
- 16 件
検索結果
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2022
Order submission, information asymmetry, and tick size
Zhu, H. & Yamamoto, R., 2022 9月, In: Pacific Basin Finance Journal. 74, 101801.研究成果: Article › 査読
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Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange
Yamamoto, R., 2022 1月, In: Computational Economics. 59, 1, p. 325-356 32 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2020
Limit order submission risks, order choice, and tick size
Yamamoto, R., 2020 2月, In: Pacific Basin Finance Journal. 59, 101261.研究成果: Article › 査読
4 被引用数 (Scopus) -
Price discovery, order submission, and tick size during preopen period
Xiao, X. & Yamamoto, R., 2020 10月, In: Pacific Basin Finance Journal. 63, 101428.研究成果: Article › 査読
2 被引用数 (Scopus) -
2019
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET
Yamamoto, R., 2019 7月 1, In: Macroeconomic Dynamics. 23, 5, p. 1757-1792 36 p.研究成果: Article › 査読
1 被引用数 (Scopus) -
2016
Trading profitability from learning and adaptation on the Tokyo stock exchange
Yamamoto, R., 2016 6月 2, In: Quantitative Finance. 16, 6, p. 969-996 28 p.研究成果: Article › 査読
3 被引用数 (Scopus) -
2014
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, R., 2014 12月 1, In: Journal of Empirical Finance. 29, p. 369-383 15 p.研究成果: Article › 査読
6 被引用数 (Scopus) -
2013
Strategy switching in the Japanese stock market
Yamamoto, R. & Hirata, H., 2013 10月, In: Journal of Economic Dynamics and Control. 37, 10, p. 2010-2022 13 p.研究成果: Article › 査読
10 被引用数 (Scopus) -
2012
Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market
Yamamoto, R. & Hirata, H., 2012 11月, In: Pacific Basin Finance Journal. 20, 5, p. 723-744 22 p.研究成果: Article › 査読
2 被引用数 (Scopus) -
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
Yamamoto, R., 2012 11月, In: Journal of Banking and Finance. 36, 11, p. 3033-3047 15 p.研究成果: Article › 査読
28 被引用数 (Scopus) -
2011
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, R., 2011 11月, In: Journal of Economic Dynamics and Control. 35, 11, p. 1938-1963 26 p.研究成果: Article › 査読
22 被引用数 (Scopus) -
Volatility clustering and herding agents: Does it matter what they observe?
Yamamoto, R., 2011 5月 1, In: Journal of Economic Interaction and Coordination. 6, 1, p. 41-59 19 p.研究成果: Article › 査読
10 被引用数 (Scopus) -
2010
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint
Yamamoto, R., 2010 3月 15, In: Physica A: Statistical Mechanics and its Applications. 389, 6, p. 1208-1214 7 p.研究成果: Article › 査読
7 被引用数 (Scopus) -
Order-splitting and long-memory in an order-driven market
Yamamoto, R. & Lebaron, B., 2010 1月, In: European Physical Journal B. 73, 1, p. 51-57 7 p.研究成果: Article › 査読
15 被引用数 (Scopus) -
2008
The impact of imitation on long memory in an order-driven market
LeBaron, B. & Yamamoto, R., 2008, In: Eastern Economic Journal. 34, 4, p. 504-517 14 p.研究成果: Article › 査読
24 被引用数 (Scopus) -
2007
Long-memory in an order-driven market
LeBaron, B. & Yamamoto, R., 2007 9月 1, In: Physica A: Statistical Mechanics and its Applications. 383, 1 SPEC. ISS., p. 85-89 5 p.研究成果: Article › 査読
48 被引用数 (Scopus)