Faculty of Political Science and Economics Waseda UniversityWaseda University

Faculty

YAMAMOTO Ryuichi, Professor

Research Interests

Finance, Market microstructure, Agent-based finance

Academic Degrees

  • Ph.D., Brandeis Universty, 2006

Short Bio

Professor Yamamoto is a Professor in School of Political Science and Economics at Waseda University. Professor Yamamoto previously taught in 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 and agent-based finance in stock markets. His research attempts to clarify possible causes of several macroeconomic phenomena observed in actual stock markets, such as bubbles and bursts. He also investigates conditions that certain trading strategies, such as high-frequency trading, benefit and cost the market. He highlights the importance of strategic interactions among stock investors for the explanations. Technical analysis and empirical investigations on the efficient market hypothesis that utilize the order-book data on the Tokyo Stock Exchange are also his research interests.

Back to the List

Page Top
WASEDA University

Sorry!
The Waseda University official website
<<https://www.waseda.jp/fpse/en/>> doesn't support your system.

Please update to the newest version of your browser and try again.

Continue

Suporrted Browser

Close