YAMAMOTO Ryuichi 山本竜市

… Alternative Names

Yamamoto Ryuichi 山本竜市

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Researcher Number	50721958
Other IDs
Affiliation (Current)	2025: 早稲田大学, 政治経済学術院, 教授
Affiliation (based on the past Project Information) *help	2025: 早稲田大学, 政治経済学術院, 教授 2019 – 2023: 早稲田大学, 政治経済学術院, 教授 2015 – 2017: 早稲田大学, 政治経済学術院, 教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Money/ Finance
Keywords	Principal Investigator 規制 / 経済実験 / ダークプール / 高頻度トレーダー / 群衆行動 / 実験経済 / 株式市場 / 高頻度取引 / Market microstructure / High-frequency trading … More / Experimental finance / バブル・暴落発生原因 / 投資戦略 / バブル暴落発生原因 / 戦略の切り替え Less

Dark pool取引の規制に関する実験研究Principal Investigator
- Principal Investigator
  
  山本竜市
- Project Period (FY)
  2025 – 2029
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
  Basic Section 07030:Economic statistics-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Waseda University
Experimental research on regulations for high-frequency tradersPrincipal Investigator
- Principal Investigator
  
  Yamamoto Ryuichi
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Waseda University
Empirical analyses on dynamic predictor selection in the Japanese Stock MarketPrincipal Investigator
- Principal Investigator
  
  Yamamoto Ryuichi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Waseda University

All 2024 2023 2022 2021 2020 2017 2016 2015

All Journal Article Presentation

[Journal Article] Overnight earnings announcements and preopening price discovery2024
- Author(s)
  Xijuan Xiao and Ryuichi Yamamoto
- Journal Title
  
  Japan and the World Economy
  
  Volume: 40 Pages: 101249-101249
- DOI
  10.1016/j.japwor.2024.101249
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Realized volatility and tick size: a market microstructure approach2024
- Author(s)
  Xijuan Xiao and Ryuichi Yamamoto
- Journal Title
  
  International Review of Economics and Finance
  
  Volume: 89 Pages: 410-426
- DOI
  10.1016/j.iref.2023.07.109
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange2022
- Author(s)
  Ryuichi Yamamoto
- Journal Title
  
  Computational Economics
  
  Volume: 59 Issue: 1 Pages: 325-356
- DOI
  10.1007/s10614-020-10084-4
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Order submission, information asymmetry, and tick size2022
- Author(s)
  Hongyu Zhu and Ryuichi Yamamoto
- Journal Title
  
  Pacific-Basin Finance Journal
  
  Volume: 74 Pages: 101801-101801
- DOI
  10.1016/j.pacfin.2022.101801
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Limit order submission risks, order choice, and tick size2020
- Author(s)
  Ryuichi Yamamoto
- Journal Title
  
  Pacific-Basin Finance Journal
  
  Volume: 59 Pages: 101261-101261
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Price discovery, order submission, and tick size during preopen period2020
- Author(s)
  Xijuan Xiao and Ryuichi Yamamoto
- Journal Title
  
  Pacific-Basin Finance Journal
  
  Volume: 63 Pages: 101428-101428
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Journal Article] Dynamic predictor selection and order splitting in a limit order market2017
- Author(s)
  Ryuichi Yamamoto
- Journal Title
  
  Macroeconomic Dynamics
  
  Volume: Forthcoming Issue: 5 Pages: 1757-1792
- DOI
  10.1017/s136510051700044x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03559
[Journal Article] Trading profitability from learning and adaptation on the Tokyo Stock Exchange2016
- Author(s)
  Ryuichi Yamamoto
- Journal Title
  
  Quantitative Finance
  
  Volume: 16 Issue: 6 Pages: 969-996
- DOI
  10.1080/14697688.2015.1091941
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03559
[Presentation] Call auction designs for price discovery2024
- Author(s)
  Ryuichi Yamamoto
- Organizer
  JSPS core to core CEFM Kyoto Workshop 2024
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Call auction designs for price discovery2024
- Author(s)
  Ryuichi Yamamoto
- Organizer
  ワークショップ証券市場の諸問題
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Call auction designs for price discovery2023
- Author(s)
  Ryuichi Yamamoto
- Organizer
  International Workshop on Experimental Economics 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency herding and stock prices2023
- Author(s)
  Ryuichi Yamamoto
- Organizer
  FEBS (Greece)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Call auction designs for price discovery2023
- Author(s)
  Ryuichi Yamamoto
- Organizer
  CEF, 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency technical analysis and systemic risk indicators2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  Computational Economics and Finance (CEF)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency technical analysis and systemic risk indicators2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  高頻度データコンファレンス
- Invited
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Systemic risk indicators and high-frequency technical analysis2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  Computational Economics and Finance (CEF)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Systemic risk indicators and high-frequency technical analysis2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  日本証券経済研究所
- Invited
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency technical analysis and systemic risk indicators2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  日本証券経済研究所
- Invited
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency technical analysis and systemic risk indicators2021
- Author(s)
  Ryuichi Yamamoto
- Organizer
  Computational and Financial Econometrics (CFE)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Systemic risk indicators and high-frequency technical analysis2020
- Author(s)
  Ryuichi Yamamoto
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] High-frequency technical analysis and systemic risk indicators2020
- Author(s)
  Ryuichi Yamamoto
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-19H01509
[Presentation] Trading profitability from learning and adaptation on the Tokyo Stock Exchange2015
- Author(s)
  Ryuichi Yamamoto
- Organizer
  International Federation of Technical Analysts (IFTA)’s 28th Annual Conference
- Place of Presentation
  京王プラザホテル東京
- Year and Date
  2015-10-02
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03559
[Presentation] Trading profitability from learning and adaptation on the Tokyo Stock Exchange2015
- Author(s)
  山本竜市
- Organizer
  第２３回日本ファイナンス学会
- Place of Presentation
  東京大学
- Year and Date
  2015-06-06
- Data Source
  KAKENHI-PROJECT-15K03559

1. 船木由喜彦 (50181433)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. 小倉義明 (70423043)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. 小川一仁 (50405487)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 花木伸行 (70400611)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

YAMAMOTO Ryuichi 山本 竜市

Yamamoto Ryuichi 山本 竜市

Research Projects

Research Products

Co-Researchers

Dark pool取引の規制に関する実験研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Experimental research on regulations for high-frequency tradersPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Empirical analyses on dynamic predictor selection in the Japanese Stock MarketPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Overnight earnings announcements and preopening price discovery2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Realized volatility and tick size: a market microstructure approach2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Order submission, information asymmetry, and tick size2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Limit order submission risks, order choice, and tick size2020

Author(s)

Journal Title

Data Source

[Journal Article] Price discovery, order submission, and tick size during preopen period2020

Author(s)

Journal Title

Data Source

[Journal Article] Dynamic predictor selection and order splitting in a limit order market2017

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Trading profitability from learning and adaptation on the Tokyo Stock Exchange2016

Author(s)

Journal Title

DOI

Data Source

[Presentation] Call auction designs for price discovery2024

Author(s)

Organizer

Data Source

[Presentation] Call auction designs for price discovery2024

Author(s)

Organizer

Data Source

[Presentation] Call auction designs for price discovery2023

Author(s)

Organizer

Data Source

[Presentation] High-frequency herding and stock prices2023

Author(s)

Organizer

Data Source

[Presentation] Call auction designs for price discovery2023

Author(s)

Organizer

YAMAMOTO Ryuichi 山本竜市

Yamamoto Ryuichi 山本竜市