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Ryuichi Yamamoto

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This is information that was supplied by Ryuichi Yamamoto in registering through RePEc. If you are Ryuichi Yamamoto , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ryuichi
Middle Name:
Last Name: Yamamoto
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RePEc Short-ID: pya313

Email:
Homepage: http://www3.nccu.edu.tw/~ryuichi
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Affiliation

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Works

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Articles

  1. Yamamoto, Ryuichi, 2011. "Order aggressiveness, pre-trade transparency, and long memory in an order-driven market," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1938-1963.
  2. Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer, vol. 6(1), pages 41-59, May.
  3. R. Yamamoto & B. LeBaron, 2010. "Order-splitting and long-memory in an order-driven market," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 73(1), pages 51-57, January.
  4. Blake LeBaron & Ryuichi Yamamoto, 2008. "The Impact of Imitation on Long Memory in an Order-Driven Market," Eastern Economic Journal, Palgrave Macmillan, vol. 34(4), pages 504-517.
  5. Ryuichi Yamamoto, 2006. "What Causes Persistence Of Stock Return Volatility? One Possible Explanation With An Artificial Stock Market," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 261-270.

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