University of Tsukuba · Faculty of Engineering, Information and Systems

Research keywordsprice impact・square-root law・order-splitting・market-order flow・market microstructure

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• Strict Universality of the Square-Root Law in Price Impact across Stocks: A Complete Survey of the Tokyo Stock Exchange2025 · 論文
• Exact Solution to a Generalised Lillo–Mike–Farmer Model with Heterogeneous Order-Splitting Strategies2024 · 論文
• Inferring Microscopic Financial Information from the Long Memory in Market-Order Flow: A Quantitative Test of the Lillo-Mike-Farmer Model2023 · 論文
• Quantitative statistical analysis of order-splitting behavior of individual trading accounts in the Japanese stock market over nine years2023 · 論文

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