Similar Search Results - EconBiz

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

High-Frequency Herding and Stock Prices

Zhu, Hongyu; Yamamoto, Ryuichi - 2023

This study investigates high-frequency herding behavior in TOPIX 100 index-listed stocks and its impact on stock prices over different time horizons around tick size reduction on the Tokyo Stock Exchange. Our results show that high-frequency herding exists, especially at very short time...

Persistent link: https://www.econbiz.de/10014257550

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

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

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

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

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

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

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

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

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