5
H index
4
i10 index
138
Citations
Ryuichi Yamamoto : Citation Profile
Waseda University (50% share) | RESEARCH PRODUCTION: 15 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2006 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ryuichi Yamamoto. | Is cited by:
| Cites to:
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Main data
Where Ryuichi Yamamoto has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
| Pacific-Basin Finance Journal | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper / Harvard University OpenScholar | 2 |
Recent works citing Ryuichi Yamamoto (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by Ryuichi Yamamoto:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Dynamic predictor selection and order splitting in a limit order market.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Order aggressiveness, pre-trade transparency, and long memory in an order-driven market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
| 2013 | Strategy switching in the Japanese stock market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| Strategy Switching in the Japanese Stock Market.() In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 2014 | An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Intraday technical analysis of individual stocks on the Tokyo Stock Exchange In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2020 | Limit order submission risks, order choice, and tick size In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2020 | Price discovery, order submission, and tick size during preopen period In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2007 | Long-memory in an order-driven market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 33 |
| 2010 | Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | The Impact of Imitation on Long Memory in an Order-Driven Market In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 27 |
| Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market In: Working Paper. [Full Text][Citation analysis] | paper | 1 | |
| 2010 | Order-splitting and long-memory in an order-driven market In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 9 |
| 2011 | Volatility clustering and herding agents: does it matter what they observe? In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
| 2016 | Trading profitability from learning and adaptation on the Tokyo Stock Exchange In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team