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Tick size change and liquidity provision for Japanese stock trading near [Yen] 1000

Cai, Jun; Hamao, Yasushi; Ho, Richard Yan-ki - In: Japan and the world economy : international journal of … 20 (2008) 1, pp. 19-39

Persistent link: https://www.econbiz.de/10003685856

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

Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong

Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10003177625

Foreign Investors, Private Information, and Price Discovery

Cai, Jun - 2020

We examine the relation between intra-day price discovery and proxies for financial openness and investor accessibility using a sample of intra-day price and quote data of 1,504 stocks from 23 emerging markets. We measure price discovery by weighted price contribution across segments of the...

Persistent link: https://www.econbiz.de/10012857522

Oil stocks, risk factors, and tail behavior

Lian, Ziying; Cai, Jun; Webb, Robert I. - In: Energy economics 91 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012518738

Bank stocks, risk factors, and tail behavior

Yang, Huan; Cai, Jun; Huang, Lin; Marcus, Alan J. - In: Journal of empirical finance 63 (2021), pp. 203-229

Persistent link: https://www.econbiz.de/10013259284

Financial health and the valuation of corporate pension plans

Cai, Jun; Luo, Miao; Marcus, Alan J. - In: Journal of pension economics and finance : JPEF 19 (2020) 4, pp. 459-490

Persistent link: https://www.econbiz.de/10012307226

Foreign investors, private information, and price discovery

Cai, Jun; Ho, Richard Yan-ki; Zhang, Zheng - In: International review of economics & finance : IREF 80 (2022), pp. 506-525

Persistent link: https://www.econbiz.de/10013342080

Economic policy uncertainty and stock price crash risk

Du, Yong; Sui, Xin; Wei, Wei; Du, Jun - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 3, pp. 667-689

Persistent link: https://www.econbiz.de/10014266963