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Masahiro Yamada

Tokyo University of Science

1-3 Kagurazaka

Tokyo, 162-8601

Japan

SCHOLARLY PAPERS

2

DOWNLOADS

126

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements

NBER Working Paper No. w27036
Number of pages: 58 Posted: 01 May 2020 Last Revised: 17 May 2023
Masahiro Yamada and Takatoshi Ito
Tokyo University of Science and University of Tokyo - Faculty of Economics
Downloads 84 (777,583)

Abstract:

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2.

Effectiveness of Trading Pauses: Evidence from the Tokyo Stock Exchange

Number of pages: 50 Posted: 21 Apr 2026
Akitada Kasahara and Masahiro Yamada
The University of Osaka and Tokyo University of Science
Downloads 42 (1,209,354)

Abstract:

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Trading Pauses, Circuit Breakers, Volatility, Liquidity, Price Discovery, Instrumental Variable