Masahiro Yamada, Takatoshi Ito. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements. JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 2021. Forthcoming
Masahiro Yamada. Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?. FINANCE RESEARCH LETTERS. 2021. Forthcoming. 102308-102308
Takatoshi Ito, Masahiro Yamada. Did the reform fix the London fix problem?. JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 2018. 80. 75-95
Takatoshi Ito, Masahiro Yamada. Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing. JOURNAL OF INTERNATIONAL ECONOMICS. 2017. 109. 214-234
Masahiro Yamada, Takatoshi Ito. The forex fixing reform and its impact on cost and risk of forex trading banks. FINANCE RESEARCH LETTERS. 2017. 21. 157-162