Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
Year of publication: |
2009-10
|
---|---|
Authors: | Sakawa, Hideaki ; Ubukata, Masato |
Institutions: | Graduate School of Economics, Osaka University |
Subject: | Pre-trade transparency | Market quality | Quote Disclosure |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 09-34 26 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G18 - Government Policy and Regulation |
Source: |
-
Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
Sakawa, Hideaki, (2012)
-
The effect of a closing call auction on market quality and trading strategies
Kandel, Eugene, (2012)
-
The impact of transparency on market quality for the Taiwan Stock Exchange
Ke, Mei-Chu, (2013)
- More ...
-
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
Ubukata, Masato, (2009)
-
A Test for Dependence and Covariance Estimator of Market Microstructure Noise
Ubukata, Masato, (2008)
-
Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise
Ubukata, Masato, (2007)
- More ...