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Size and Liquidity Effects in Japanese Regional Stock Markets
Hearn, Bruce Allen - 2012
, as used in a multifactor CAPM. The performance of this model is contrasted using a unique sample from Japan's regional …
Persistent link: https://www.econbiz.de/10013116478
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Why U.S. Firms Delist from the Tokyo Stock Exchange : An Empirical Analysis
Liu, Shinhua - 2013
. We find that the small shareholder base, as measured by low turnover, for U.S. stocks in Japan helps to explain the …
Persistent link: https://www.econbiz.de/10013076143
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Predictor choice, investor types, and the price impact of trades on the Tokyo Stock Exchange
Yamamoto, Ryuichi - In: Computational economics 59 (2022) 1, pp. 325-356
Persistent link: https://www.econbiz.de/10013169009
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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111
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Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange
Al Shattarat, Wasim K. - 2017
likely related to company driven upward movements. This means that price limits rules were effective in Japan in curbing …
Persistent link: https://www.econbiz.de/10012973660
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Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange
AlShattarat, Wasim K. - 2017
likely related to company driven upward movements. This means that price limits rules were effective in Japan in curbing …
Persistent link: https://www.econbiz.de/10012976788
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Entropy trading strategies reveal inefficiencies in Japanese stock market
Efremidze, Levan; Stanley, Darrol J.; Kownatzki, Clemens - In: International review of economics & finance : IREF 75 (2021), pp. 464-477
Persistent link: https://www.econbiz.de/10012692791
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Market fairness and efficiency : Evidence from the Tokyo Stock Exchange
Kemme, David; McInish, Thomas H.; Zhang, Jiang - 2021
In 2015 the Tokyo Stock Exchange (TSE) implemented Arrowhead Renewal improvements (ARI) that reduced latency from about one millisecond to less than 0.5 milliseconds. Simultaneously, the ARI introduced new risk management functions to improve market fairness by reducing manipulative trading...
Persistent link: https://www.econbiz.de/10013214062
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Estimating the leverage effect using panel data with a large number of stock issues over short-run focus on the Tokyo stock exchange
Kitazawa, Yoshitsugu - In: Journal of financial management and analysis : … 29 (2016) 2, pp. 43-50
Persistent link: https://www.econbiz.de/10011686827
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Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220
Persistent link: https://www.econbiz.de/10012033008