Research Interests
Finance, Market microstructure, Experimental finance, Agent-based finance
Academic Degrees
- Ph.D., Brandeis Universty, 2006
Short Bio
Professor Yamamoto is a Professor at Waseda University School of Political Science and Economics. He previously taught at Department of International Business at National Chengchi University in Taiwan for seven years before joining Waseda University in 2013.
His research currently focuses on empirical market microstructure, experimental finance, and agent-based finance in stock and foreign exchange markets. His recent research on laboratory experiments attempts to clarify conditions under which regulations on dark pool trading and opening call auction improve price discovery and market quality. He also investigate possible causes of several macroeconomic phenomena observed in actual stock markets, such as bubbles and bursts. He highlights the importance of the trading protocols and strategic interactions among stock investors for the explanations. Empirical investigations on the efficient market hypothesis, which utilize the order-book data on the Tokyo Stock Exchange and the global foreign exchange markets and the global stock ownership data, are also his research interests.
Professor Yamamoto currently teaches Finance and Empirical finance in English in addition to several seminar classes, and received multiple awards for excellence in teaching (academic year. Spring semester, 2019 at Waseda University, and 2006-2007, 2007-2008, 2008-2009, 2009-2010 at National Chengchi University). He obtained Ph.D. in International Economics and Finance from International Business School, Brandeis University in 2006.
