| Testing for intraday interdependence and volatility spillover among the euro, the pound and the Swiss franc markets Y Kitamura Research in International Business and Finance 24 (2), 158-171, 2010 | 90 | 2010 |
| Simple measures of market efficiency: A study in foreign exchange markets Y Kitamura Japan and the World Economy 41, 1-16, 2017 | 15 | 2017 |
| LSTM forecasting foreign exchange rates using limit order book K Ito, H Iima, Y Kitamura Finance research letters 47, 102517, 2022 | 14 | 2022 |
| The probability of informed trading measured with price impact, price reversal, and volatility Y Kitamura Journal of International Financial Markets, Institutions and Money 42, 77-90, 2016 | 12 | 2016 |
| Effect of exchange rate return on volatility spill-over across trading regions DUA Galagedera, Y Kitamura Japan and the World Economy 24 (4), 254-265, 2012 | 11 | 2012 |
| Information arrival, interest rate differentials, and yen/dollar exchange rate Y Kitamura, H Akiba Japan and the World Economy 18 (1), 108-119, 2006 | 11 | 2006 |
| The optimal exchange rate regime for a small country H Akiba, Y Iida, Y Kitamura International Economics and Economic Policy 6, 315-343, 2009 | 10 | 2009 |
| Intraday evidence of the informational efficiency of the yen/dollar exchange rate K Iwatsubo, Y Kitamura Applied financial economics 19 (14), 1103-1115, 2009 | 10 | 2009 |
| The impact of order flow on the foreign exchange market: A copula approach Y Kitamura Asia-Pacific Financial Markets 18, 1-31, 2011 | 8 | 2011 |
| The current account and stock returns Y Kitamura Research in International Business and Finance 23 (3), 302-321, 2009 | 8 | 2009 |
| Informational linkages among the major currencies in the EBS market: Evidence from the spot rates of the Euro, Yen and Swiss franc Y Kitamura Japan and the World Economy 24 (1), 17-26, 2012 | 6 | 2012 |
| A stopping time approach to assessing the effectiveness of foreign exchange intervention: an application to Japanese data Y Kitamura Journal of International Money and Finance 75, 32-46, 2017 | 5 | 2017 |
| Predicting a flash crash in the yen/dollar foreign exchange market Y Kitamura Applied Economics Letters 24 (14), 987-990, 2017 | 4 | 2017 |
| Interdependence and volatility spillover among the euro, pound sterling and Swiss franc Y Kitamura Working Paper, 2007 | 3 | 2007 |
| Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention Y Kitamura Research in International Business and Finance 36, 436-446, 2016 | 2 | 2016 |
| Liquidity, volume and informational efficiency: evidence from high-frequency FX data K Iwatsubo, Y Kitamura Asia-Pacific Economic Association. Beijing Conference Paper, 2008 | 2 | 2008 |
| Price discovery via limit order in FX market Y Kitamura Available at SSRN 3740392, 2021 | 1 | 2021 |
| A lesson from the four recent large public Japanese FX interventions Y Kitamura Journal of the Japanese and International Economies 57, 101087, 2020 | 1 | 2020 |
| A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market H Akiba, Y Kitamura, S Matsuda, A Sato Exchange Rates in Developed and Emerging Markets: Practices, Challenges and …, 2013 | 1 | 2013 |
| The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates Y Kitamura International Review of Financial Analysis 95, 103362, 2024 | | 2024 |
