Research keywords (3)：
Market Microstructure
, International Finance
, Financial Economics
Research theme for competitive and other funds (3)：
2021 - 2024 証券取引と企業の実物投資の相互関連についての研究
2017 - 2022 Effects of High Frequency Tradings on Efficiency and Stability of the Foreign Exchange Markets: Analysis using High-frequency Data
2012 - 2016 Financial Engineering to ERM: Theoretical and Empirical Investigation
Papers (8)：
Masahiro Yamada. High-Frequency Trading (HFT) in the Japanese Stock Market. 2023. 25
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
