An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Year of publication: |
2014
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Authors: | Yamamoto, Ryuichi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 369-383
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Subject: | Limit order market | Non-execution risk | Picking-off risk | Investment decisions | Market microstructure | Marktmikrostruktur | Risiko | Risk | Japan | Börse | Bourse | Aktienmarkt | Stock market | Risikomanagement | Risk management |
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