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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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Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, Ryuichi - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1938-1963
Persistent link: https://www.econbiz.de/10009316438
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Dynamic predictor selection and order splitting in a limit order market
Yamamoto, Ryuichi - In: Macroeconomic dynamics 23 (2019) 5, pp. 1757-1792
Persistent link: https://www.econbiz.de/10012127237
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Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi - In: Pacific-Basin finance journal 59 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012231313
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Price discovery, order submission, and tick size during preopen period
Xiao, Xijuan; Yamamoto, Ryuichi - In: Pacific-Basin finance journal 63 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012493843
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Order submission, information asymmetry, and tick size
Zhu, Hongyu; Yamamoto, Ryuichi - In: Pacific-Basin finance journal 74 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
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Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan; Yamamoto, Ryuichi - In: International review of economics & finance : IREF 89 (2024) 1, pp. 410-426
Persistent link: https://www.econbiz.de/10014446466