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The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong
Ahn, Hee-Joon; Cheung, Yan-Leung - In: Pacific-Basin Finance Journal 7 (1999) 5, pp. 539-556
Persistent link: https://www.econbiz.de/10005210410
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Little Guys, Liquidity, and the Informational Efficiency of Price : Evidence from the Tokyo Stock Exchange on the Effects of Small Investor Participation
Ahn, Hee-Joon - 2005
This paper provides an analysis of the equity-market effects of a substantial increase in individual shareholder participation in the market for a firm. The data are based on reductions in lot sizes or Minimum Trade Units (MTUs) on the Tokyo Stock Exchange (TSE). There is a shift in order flow...
Persistent link: https://www.econbiz.de/10012736723
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Tick size change and liquidity provision on the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and International Economies 21 (2007) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10005377370
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Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of Banking & Finance 29 (2005) 6, pp. 1483-1508
Persistent link: https://www.econbiz.de/10005213485
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Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong
Ahn, Hee-Joon; Cai, Jun; Cheung, Yan Leung - In: Journal of Financial Markets 8 (2005) 4, pp. 421-451
Persistent link: https://www.econbiz.de/10005320026
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The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y. K. - In: Journal of Empirical Finance 9 (2002) 4, pp. 399-430
Persistent link: https://www.econbiz.de/10005152470
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Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of banking & finance 29 (2005) 6, pp. 1483-1508
Persistent link: https://www.econbiz.de/10005881592
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Tick size change and liquidity provision on the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and international economies : … 21 (2007) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10007730223
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The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of empirical finance 9 (2002) 4, pp. 399-430
Persistent link: https://www.econbiz.de/10007234580
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Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Melvin, Michael - In: Pacific-Basin Finance Journal 29 (2014) C, pp. 163-181
This paper provides an analysis of the equity-market effects of a substantial increase in individual shareholder participation in the market for a firm. The data are based on reductions in lot sizes or Minimum Trade Units (MTUs) on the Tokyo Stock Exchange (TSE). There is a shift in order flow...
Persistent link: https://www.econbiz.de/10011116389