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Margin requirements, speculative trading, and stock price fluctuations : the case of Japan
Hardouvelis, Gikas A. - In: The quarterly journal of economics 107 (1992) 4, pp. 1333-1370
Persistent link: https://www.econbiz.de/10001134213
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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
Asako, Kazumi; Liu, Zhentao - In: Journal of banking & finance 37 (2013) 7, pp. 2639-2651
Persistent link: https://www.econbiz.de/10009760568
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Margin regulation and stock market volatility : further evidence from Japan, Korea and Taiwan
Yi, Sang-bin - In: Pacific-Basin finance journal 1 (1993) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10001158622
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Margin regulation and stock market response : further evidence from the US and some Pacific-Basin countries
Yi, Sang-bin - In: Review of financial economics : RFE 1 (1991) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001139925
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Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas; Kaizoji, Taisei - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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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
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Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas (contributor); Kaizoji, Taisei (contributor) - 2006
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory counterparts. Since long memory models should have a...
Persistent link: https://www.econbiz.de/10003392147
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Long-run effects of minimum trading unit reductions on stock prices
Isaka, Naoto - In: International review of finance 14 (2014) 1, pp. 75-103
Persistent link: https://www.econbiz.de/10010351532
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What determines CDS prices? : evidence from the estimation of protection demand and supply
Miyakawa, Daisuke; Watanabe, Shuji - In: International review of finance 14 (2014) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10010351537