Ryuichi Yamamoto. Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. COMPUTATIONAL ECONOMICS. 2022. 59. 1. 325-356
Xijuan Xiao, Ryuichi Yamamoto. Price discovery, order submission, and tick size during preopen period. PACIFIC-BASIN FINANCE JOURNAL. 2020. 63
Ryuichi Yamamoto. Limit order submission risks, order choice, and tick size. PACIFIC-BASIN FINANCE JOURNAL. 2020. 59
Ryuichi Yamamoto. Dynamic predictor selection and order splitting in a limit order market. Macroeconomic Dynamics. 2019. 23. 5. 1757-1792