4
H index
1
i10 index
78
Citations
Yoshihiro Kitamura : Citation Profile
Waseda University | RESEARCH PRODUCTION: 15 Articles 1 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 Yoshihiro Kitamura. | Is cited by:
| Cites to:
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Main data
Where Yoshihiro Kitamura has published?
| Journals with more than one article published | # docs |
|---|---|
| Research in International Business and Finance | 3 |
| Japan and the World Economy | 3 |
Recent works citing Yoshihiro Kitamura (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169. Full description at Econpapers || Download paper |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper |
| 2025 | The effect of NYSE American’s latency delay on informed trading. (2025). Xu, KE ; Morris, Jeremy. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004533. Full description at Econpapers || Download paper |
| 2025 | Predicting FX market movements using GAN with limit order event data. (2025). Iima, Hitoshi ; Peng, Kexin ; Kitamura, Yoshihiro. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015563. Full description at Econpapers || Download paper |
| 2024 | The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930. Full description at Econpapers || Download paper |
| 2025 | Forecasting the green behaviour level of Chinese enterprises: A conjoined application of the autoregressive integrated moving average (ARIMA) model and multi-scenario simulation. (2025). Li, Chuang ; Jin, Shucen ; Chen, Longjun ; Wang, Liping. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000156. Full description at Econpapers || Download paper |
Works by Yoshihiro Kitamura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | LSTM forecasting foreign exchange rates using limit order book In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2016 | The probability of informed trading measured with price impact, price reversal, and volatility In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2006 | Information arrival, interest rate differentials, and yen/dollar exchange rate In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
| 2012 | Effect of exchange rate return on volatility spill-over across trading regions In: Japan and the World Economy. [Full Text][Citation analysis] | article | 8 |
| 2017 | Simple measures of market efficiency: A study in foreign exchange markets In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
| 2017 | A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | A lesson from the four recent large public Japanese FX interventions In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 0 |
| 2009 | The current account and stock returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 40 |
| 2016 | Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2011 | The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2009 | The optimal exchange rate regime for a small country In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Intraday Evidence of the Informational Efficiency of the Yen/Dollar Exchange Rate In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Intraday evidence of the informational efficiency of the yen/dollar exchange rate.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | A Survey on Characteristics of Japanese Academic Job Market and Evaluation In: Evaluation Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | Predicting a flash crash in the yen/dollar foreign exchange market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team