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An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Journal of empirical finance 29 (2014), pp. 369-383
Persistent link: https://www.econbiz.de/10011300454
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Intraday technical analysis of individual stocks on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Journal of banking & finance 36 (2012) 11, pp. 3033-3047
Persistent link: https://www.econbiz.de/10009672992
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Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Computational economics 59 (2022) 1, pp. 325-356
Persistent link: https://www.econbiz.de/10013169009
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Strategy switching in the Japanese stock market
Yamamoto, Ryuichi; Hirata, Hideaki - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2010-2022
Persistent link: https://www.econbiz.de/10010196940
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Strategy Switching in the Japanese Stock Market
Yamamoto, Ryuichi - 2012
This paper discusses the expectation formation process of Japanese stock market professionals and how their expectations are related to larger fluctuations of the TOPIX price than those of economic fundamentals. By utilizing a monthly forecast survey dataset on the TOPIX distributed by QUICK...
Persistent link: https://www.econbiz.de/10013110985