Masahiro Yamada

Department of Economics
Osaka University
1-7, Machikaneyama
Toyonaka, Osaka, 560-0043

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Osaka University

NBER Working Papers and Publications

April 2020Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements
with Takatoshi Ito: w27036
April 2017Did the Reform Fix the London Fix Problem?
with Takatoshi Ito: w23327

Published: Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix problem?," Journal of International Money and Finance, . citation courtesy of

November 2016Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks
with Takatoshi Ito: w22820

Published: Takatoshi Ito and Masahiro Yamada, "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing" Journal of International Economics Volume 109, November 2017, Pages 214-234.

September 2015Was the Forex Fixing Fixed?
with Takatoshi Ito: w21518
April 2015High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
with Takatoshi Ito: w21122

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