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~person:"Yamamoto, Ryuichi"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Handbuch"
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Market microstructure
7
Marktmikrostruktur
7
Securities trading
4
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4
Bid-ask spread
3
Bourse
3
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3
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Tick size reduction
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Yamamoto, Ryuichi
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Ryu, Doojin
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Li, Yingying
8
Menkhoff, Lukas
8
Nolte, Ingmar
8
Rime, Dagfinn
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lepone, Andrew
7
Lien, Da-hsiang Donald
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Subrahmanyam, Avanidhar
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
Lehalle, Charles-Albert
6
Lillo, Fabrizio
6
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6
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Pacific-Basin finance journal
3
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Macroeconomic dynamics
1
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ECONIS (ZBW)
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1
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
2
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
3
Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012231313
Saved in:
4
Price discovery, order submission, and tick size during preopen period
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012493843
Saved in:
5
Dynamic predictor selection and order splitting in a limit order market
Yamamoto, Ryuichi
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1757-1792
Persistent link: https://www.econbiz.de/10012127237
Saved in:
6
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi
- In:
Journal of empirical finance
29
(
2014
),
pp. 369-383
Persistent link: https://www.econbiz.de/10011300454
Saved in:
7
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
Yamamoto, Ryuichi
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1938-1963
Persistent link: https://www.econbiz.de/10009316438
Saved in:
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