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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Volatility clustering and herding agents : does it matter what they observe?
Yamamoto, Ryuichi
- In:
Journal of economic interaction and coordination : JEIC
6
(
2011
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10009130145
Saved in:
6
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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7
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
Saved in:
8
The impact of imitation on long memory in an order-driven market
LeBaron, Blake Dean
;
Yamamoto, Ryuichi
- In:
Eastern economic journal
34
(
2008
)
4
,
pp. 504-517
Persistent link: https://www.econbiz.de/10003791434
Saved in:
9
Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market
Yamamoto, Ryuichi
;
Hirata, Hideaki
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 723-744
Persistent link: https://www.econbiz.de/10009619790
Saved in:
10
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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