YAMADA Masahiro

J-GLOBAL         Last updated: Jun 19, 2019 at 15:16
YAMADA Masahiro

Research Areas


Academic & Professional Experience

Hitotsubashi University Graduate School of Economics, Economic Theory and Economic Statistics Area

Published Papers

Did the reform fix the London fix problem?
YAMADA Masahiro; ITO Takatoshi
Journal of International Money and Finance   80 75-95   Feb 2018   [Refereed]
Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing
YAMADA Masahiro; ITO Takatoshi
Journal of International Economics   109 214-234   Nov 2017   [Refereed]
The forex fixing reform and its impact on cost and risk of forex trading banks
YAMADA Masahiro; ITO Takatoshi
Finance Research Letters   21 157-162   2017   [Refereed]
High-Frequency, Algorithmic Spillovers between Nasdaq and Forex
YAMADA Masahiro; ITO Takatoshi
NBER Working Paper      2015