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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), pp. 163-181

Persistent link: https://www.econbiz.de/10010495719

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 Yan-ki - In: Journal of empirical finance 9 (2002) 4, pp. 399-430

Persistent link: https://www.econbiz.de/10001711953

Adverse selection, brokerage coverage, and trading activity on the Tokyo stock exchange

Ahn, Hee-joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Yan-ki - In: Journal of banking & finance 29 (2005) 6, pp. 1483-1508

Persistent link: https://www.econbiz.de/10002718007

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

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

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

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

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/10003496570

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

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

Persistent link: https://www.econbiz.de/10012736723