Ryuichi Yamamoto, Ph.D.
Affiliations: | 2006 | Brandeis University, Waltham, MA, United States |
Area:
FinanceGoogle:
"Ryuichi Yamamoto"Parents
Sign in to add mentor| Blake LeBaron | grad student | 2006 | Brandeis | |
| (Essays in agent-based computational finance.) | ||||
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Publications
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| Xiao X, Yamamoto R. (2020) Price discovery, order submission, and tick size during preopen period Pacific-Basin Finance Journal. 63: 101428 |
| Yamamoto R. (2020) Limit order submission risks, order choice, and tick size Pacific-Basin Finance Journal. 59: 101261 |
| Yamamoto R. (2017) Dynamic Predictor Selection And Order Splitting In A Limit Order Market Macroeconomic Dynamics. 23: 1757-1792 |
| Yamamoto R. (2016) Trading profitability from learning and adaptation on the Tokyo stock exchange Quantitative Finance. 16: 969-996 |
| Yamamoto R. (2013) An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange Journal of Empirical Finance |
| Yamamoto R, Hirata H. (2013) Strategy switching in the Japanese stock market Journal of Economic Dynamics and Control. 37: 2010-2022 |
| Yamamoto R, Hirata H. (2012) Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market Pacific Basin Finance Journal. 20: 723-744 |
| Yamamoto R. (2012) Intraday technical analysis of individual stocks on the Tokyo Stock Exchange Journal of Banking and Finance. 36: 3033-3047 |
| Yamamoto R. (2011) Order aggressiveness, pre-trade transparency, and long memory in an order-driven market Journal of Economic Dynamics and Control. 35: 1938-1963 |
| Yamamoto R. (2011) Volatility clustering and herding agents: Does it matter what they observe? Journal of Economic Interaction and Coordination. 6: 41-59 |