Ryuichi Yamamoto : Citation Profile


Are you Ryuichi Yamamoto?

Waseda University (50% share)
Waseda University (50% share)

5

H index

4

i10 index

136

Citations

RESEARCH PRODUCTION:

15

Articles

3

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 8
   Journals where Ryuichi Yamamoto has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 9 (6.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya313
   Updated: 2024-11-04    RAS profile: 2022-02-17    
   Missing citations? Add them    Incorrect content? Let us know

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:

Tedeschi, Gabriele (14)

Farmer, J. (7)

Gallegati, Mauro (6)

Sensoy, Ahmet (6)

Recchioni, Maria (6)

Iori, Giulia (6)

Corbet, Shaen (5)

Ilomäki, Jukka (5)

Chang, Chia-Lin (5)

Nguyen, Duc Khuong (4)

Taylor, Robert (3)

Cites to:

Lebaron, Blake (18)

Hommes, Cars (18)

Farmer, J. (17)

Iori, Giulia (16)

Menkhoff, Lukas (14)

Foucault, Thierry (12)

Brock, William (10)

Judd, Kenneth (10)

Tesfatsion, Leigh (10)

Lo, Andrew (8)

Biais, Bruno (8)

Main data


Where Ryuichi Yamamoto has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Pacific-Basin Finance Journal2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Paper / Harvard University OpenScholar2

Recent works citing Ryuichi Yamamoto (2024 and 2023)


YearTitle of citing document
2023Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies. (2023). Kanazawa, Kiyoshi ; Sato, Yuki. In: Papers. RePEc:arx:papers:2306.13378.

Full description at Econpapers || Download paper

2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

Full description at Econpapers || Download paper

2023Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721.

Full description at Econpapers || Download paper

2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

Full description at Econpapers || Download paper

2024Kinetic 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

2023Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5.

Full description at Econpapers || Download paper

Works by Ryuichi Yamamoto:


YearTitleTypeCited
2019DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2015Dynamic 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
2011Order aggressiveness, pre-trade transparency, and long memory in an order-driven market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article24
2013Strategy switching in the Japanese stock market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
Strategy Switching in the Japanese Stock Market.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2014An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2012Intraday technical analysis of individual stocks on the Tokyo Stock Exchange In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article21
2020Limit order submission risks, order choice, and tick size In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article2
2020Price discovery, order submission, and tick size during preopen period In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article1
2007Long-memory in an order-driven market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article32
2010Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange In: Computational Economics.
[Full Text][Citation analysis]
article1
2008The Impact of Imitation on Long Memory in an Order-Driven Market In: Eastern Economic Journal.
[Full Text][Citation analysis]
article27
Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market In: Working Paper.
[Full Text][Citation analysis]
paper1
2010Order-splitting and long-memory in an order-driven market In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article9
2011Volatility clustering and herding agents: does it matter what they observe? In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article3
2016Trading profitability from learning and adaptation on the Tokyo Stock Exchange In: Quantitative Finance.
[Full Text][Citation analysis]
article2
2006WHAT 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]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team