Rchr
J-GLOBAL ID：201301021835543682
Update date: Apr. 23, 2024
Yamamoto Ryuichi
ヤマモト リュウイチ | Yamamoto Ryuichi
Affiliation and department：
Job title：
Professor
Homepage URL (1)：
http://www.f.waseda.jp/ryuichi/
Research field (1)：
Money and finance
Research keywords (1)：
Finance, Agent-based finance, Market microstructure
Research theme for competitive and other funds (2)：
- 2019 - 2024 経済実験を用いた高頻度トレーダーに対する規制の研究
- 日本の金融市場における投資部門別の戦略の切り替え・切り替え頻度の実証分析
Papers (19)：
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Xijuan Xiao, Ryuichi Yamamoto. Overnight earnings announcements and preopening price discovery. Japan and the World Economy. 2024. 40
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Xijuan Xiao, Ryuichi Yamamoto. Realized volatility and tick size: a market microstructure approach. International Review of Economics and Finance. 2024. 89. 410-426
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Hongyu Zhu, Ryuichi Yamamoto. Order submission, information asymmetry, and tick size. Pacific-Basin Finance Journal. 2022. 74
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Ryuichi Yamamoto. Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. COMPUTATIONAL ECONOMICS. 2022. 59. 1. 325-356
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Xijuan Xiao, Ryuichi Yamamoto. Price discovery, order submission, and tick size during preopen period. PACIFIC-BASIN FINANCE JOURNAL. 2020. 63
ｍore...
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