山本 竜市

Order submission, information asymmetry, and tick size 

Pacific-Basin Finance Journal 74 2022年  査読有り

Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange 

COMPUTATIONAL ECONOMICS 59(1) 325-356 2022年1月  査読有り

Price discovery, order submission, and tick size during preopen period 

PACIFIC-BASIN FINANCE JOURNAL 63 2020年10月  査読有り

Limit order submission risks, order choice, and tick size 

PACIFIC-BASIN FINANCE JOURNAL 59 2020年2月  査読有り

Dynamic predictor selection and order splitting in a limit order market 

Macroeconomic Dynamics 23(5) 1757-1792 2019年  査読有り

Trading profitability from learning and adaptation on the Tokyo Stock Exchange 

QUANTITATIVE FINANCE 16(6) 969-996 2016年6月  査読有り

An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange 

JOURNAL OF EMPIRICAL FINANCE 29 369-383 2014年12月  査読有り

Strategy switching in the Japanese stock market 

JOURNAL OF ECONOMIC DYNAMICS & CONTROL 37(10) 2010-2022 2013年10月  査読有り

Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market 

PACIFIC-BASIN FINANCE JOURNAL 20(5) 723-744 2012年11月  査読有り

Intraday technical analysis of individual stocks on the Tokyo Stock Exchange 

JOURNAL OF BANKING & FINANCE 36(11) 3033-3047 2012年11月  査読有り

Order aggressiveness, pre-trade transparency, and long memory in an order-driven market 

JOURNAL OF ECONOMIC DYNAMICS & CONTROL 35(11) 1938-1963 2011年11月  査読有り

Volatility clustering and herding agents: does it matter what they observe? 

JOURNAL OF ECONOMIC INTERACTION AND COORDINATION 6(1) 41-59 2011年5月  査読有り

Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint 

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 389(6) 1208-1214 2010年3月  査読有り

Order-splitting and long-memory in an order-driven market 

EUROPEAN PHYSICAL JOURNAL B 73(1) 51-57 2010年1月  査読有り

The Impact of Imitation on Long-Memory in an Order-Driven Market 

Eastern Economic Journal 34 504-517 2008年  査読有り

Long-memory in an order-driven market 

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 383(1) 85-89 2007年9月  査読有り

What Causes Persistence of Stock Return Volatility? One Possible Explanation with an Artificial Stock Market 

New Mathematics and Natural Computation 2(3) 261-270 2006年  査読有り