師資陣容

山本竜市

山本竜市

副教授

國際經營與貿易學系

  • 分機
    29393091 #88059
  • E-Mail
    ryuichi@nccu.edu.tw
  • 研究專長
    國際金融、總體經濟理論

學歷

  • 美國布蘭迪斯大學國際經濟與金融博士
  • 日本一橋大學經濟學系碩士
  • 美國芝加哥大學國際關係碩士

個人著作

  • Ryuichi Yamamoto*, 2012.11, 'Intraday technical analysis of individual stocks on the Tokyo Stock Exchange, ' Journal of Banking and Finance, Vol.36, No.11, pp.3033-3047.(SSCI)(*為通訊作者)
  • Ryuichi Yamamoto*;Hideaki Hirata, 2012, 'Belief changes and expectation heterogeneity in buy- and sell-side professionals in the Japanese stock market, ' Pacific-Basin Finance Journal, Vol.20, pp.723-744.(SSCI)(*為通訊作者)
  • Ryuichi Yamamoto*, 2011, 'Volatility clustering and herding agents: Does it matter what they observe?, ' Journal of Economic Interaction and Coordination, Vol.6, pp.41-59.(SSCI)(*為通訊作者)
  • Ryuichi Yamamoto*, 2011, 'Order aggressiveness, pre-trade transparency, and long memory in an order-driven market, ' Journal of Economic Dynamics and Control, Vol.35, pp.1938-1963.(SSCI)(*為通訊作者)
  • Ryuichi Yamamoto*;Blake LeBaron, 2010, 'Order-splitting and long-memory in an order-driven market, ' European Physcal Journal B, Vol.73, pp.51-57.(SCIE)(*為通訊作者)
  • Ryuichi Yamamoto*, 2010, 'Asymmeric volatility, volatility clustering, and herding agents with a borowing constraint, ' Physica A, Vol.389, pp.1208-1214.(SCIE)(*為通訊作者)
  • Blake LeBaron*;Ryuichi Yamamoto, 2008, 'The Impact of Imitation on Long-Memory in an Order-Driven Market, ' Eastern Economic Journal, Vol.34, pp.504-517.(*為通訊作者)
  • Blake LeBaron;Ryuichi Yamamoto*, 2007, 'Long-Memory in an Order-Driven Market, ' Physica A, Vol.383, pp.85-89.(SCIE)(*為通訊作者)
  • Ryuichi Yamamoto, 2006, 'What Causes Persistence of Stock Return Volatility?One Possible Explanation with an Artificial Stock Market, ' New Mathematics and Natural Computation, Vol.2, No.3, pp.261-270.

研究計畫

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