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J-REIT Market Quality : Impact of High Frequency Trading and the Financial Crisis
Jain, Pawan - 2017
Using the introduction of Arrowhead low latency trading platform by Tokyo Stock Exchange as a natural experiment, I analyze the impact of high frequency trading on market quality of J-REITs, in terms of liquidity, volatility, and systemic risks. I also analyze the impact of the 2008 financial...
Persistent link: https://www.econbiz.de/10012955878
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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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Does high-frequency trading increase systemic risk?
Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011722257
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Hospitality REITs and financial crisis : a comprehensive assessment of market quality
Jain, Pawan; Robinson, Spenser J.; Singh, Arjun J.; … - In: Journal of property investment & finance 35 (2017) 3, pp. 277-289
Persistent link: https://www.econbiz.de/10011706892