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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10000683883
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Dynamics of market liquidity of Japanese stocks : an analysis of tick-by-tick data of the Tokyo Stock Exchange
Muranaga, Jun - 1999
Persistent link: https://www.econbiz.de/10001373708
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Expectations and market microstructure when liquidity is lost
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10001373711
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Extracting market expectations from options prices : case studies in Japanese option markets
Nakamura, Hisashi; Shiratsuka, Shigenori - 1998
Persistent link: https://www.econbiz.de/10000992542
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Banks recapitalization policies in Japan and their impact on the market
Daigo, Satoshi; Yonetani, Tatsuya; Marumo, Kouhei - 1998
Persistent link: https://www.econbiz.de/10000997105
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Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market
Nishimura, Kiyohiko; Watanabe, Toshiaki; Iwatsubo, Kentaro - 1998
Persistent link: https://www.econbiz.de/10000997516
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Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki - 1996
Persistent link: https://www.econbiz.de/10000926451
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A note on the estimation of Japanese government bond yield curves
Oda, Nobuyuki - 1996
Persistent link: https://www.econbiz.de/10000949920
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Estimation of asymmetrical volatility for asset prices : the simultaneous switching ARIMA approach
Kunitomo, Naoto; Sato, Seisho - 1996
Persistent link: https://www.econbiz.de/10000950664
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Information content of implied probability distributions : empirical studies on Japanese stock price index options
Shiratsuka, Shigenori - 2001
Persistent link: https://www.econbiz.de/10001547687