資格/Position
教授/Professor- 学位/Degree
博士（国際経済・金融） ( ブランダイズ大学 ) 2006年
Ph.D. in International Economics and Finance ( Brandeis University ) 2006 - 専門分野/Research Interests
ファイナンス、マーケットマイクロストラクチャー、実験ファイナンス、エージェントベースファイナンス
Finance, Market microstructure, Experimental finance, Agent-based finance - 教育・研究活動等/ Education and research activities, etc.
Details of a Researcher – YAMAMOTO, Ryuichi
ファイナンス 研究 早稲田 | Ryuichiyamamoto Waseda - 略歴/Short Bio
ブランダイズ大学でPh.D.を取得後、台湾国立政治大学国際経営学科准教授を経て2013年9月より現職。研究分野はマーケットマイクロストラクチャー、実験ファイナンス、エージェントベースファイナンス。近年行っている実験研究は、ダークプール取引やオープニングコールオークションに関して市場全体で見た価格発見機能やmarket qualityを改善する規制を分析している。その他、金融市場で見られる諸問題（例えばバブルや暴落）の発生原因を理論的・実証的に分析する研究や、東京証券取引所や外国為替市場の板データ、全世界の機関投資家の株式保有データを用いてテクニカル分析、効率的市場仮説の検証も行っている。
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.
