Volatility forecasting using related markets’ information for the Tokyo stock exchange

Economic Modelling ◽

10.1016/j.econmod.2020.05.008 ◽

2020 ◽

Vol 90 ◽

pp. 143-158

Author(s):

Nirodha I. Jayawardena ◽

Neda Todorova ◽

Bin Li ◽

Jen-Je Su

Keyword(s):

Stock Exchange ◽

Volatility Forecasting ◽

Tokyo Stock Exchange

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Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1471222 ◽

2009 ◽

Author(s):

Wasim K. AlShattarat ◽

Haitham Nobanee

Keyword(s):

Empirical Analysis ◽

Stock Exchange ◽

Price Limit ◽

Tokyo Stock Exchange

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Impact of Quarterly Disclosure on Information Asymmetry: Evidence from Tokyo Stock Exchange Firms

SSRN Electronic Journal ◽

10.2139/ssrn.1563646 ◽

2010 ◽

Author(s):

Kazuyuki Suda ◽

Keiichi Kubota ◽

Hitoshi Takehara

Keyword(s):

Information Asymmetry ◽

Stock Exchange ◽

Tokyo Stock Exchange

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The Efficiency of Tokyo Stock Exchange after High-Speed Trading System 'Arrowhead' Introduced with Respect to Nikkei 225 Index and Future

SSRN Electronic Journal ◽

10.2139/ssrn.2316159 ◽

2013 ◽

Author(s):

Koji Inui ◽

Kazuhiro Mukaidonoand

Keyword(s):

Stock Exchange ◽

Trading System ◽

Tokyo Stock Exchange

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Low-Latency Trading and Price Discovery Without Trading: Evidence from The Tokyo Stock Exchange Pre-Opening Period

SSRN Electronic Journal ◽

10.2139/ssrn.2705962 ◽

2015 ◽

Author(s):

Mario Bellia ◽

Loriana Pelizzon ◽

Marti G. Subrahmanyam ◽

Jun Uno ◽

Darya Yuferova

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Low Latency ◽

Tokyo Stock Exchange

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Common Risk Factors Vs. Mispricing Factor Of Tokyo Stock Exchange Firms: Inquries Into The Fundamental Price Derived From Analysts' Earnings Forecasts

SSRN Electronic Journal ◽

10.2139/ssrn.301906 ◽

2002 ◽

Author(s):

Keiichi Kubota ◽

Kazuyuki Suda ◽

Hitoshi Takehara

Keyword(s):

Risk Factors ◽

Stock Exchange ◽

Earnings Forecasts ◽

Tokyo Stock Exchange ◽

Common Risk Factors ◽

Fundamental Price

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Information Based Trade, PIN Variable, and Portfolio Style Differences: Evidence from Tokyo Stock Exchange Firms

SSRN Electronic Journal ◽

10.2139/ssrn.965245 ◽

2007 ◽

Author(s):

Keiichi Kubota ◽

Hitoshi Takehara

Keyword(s):

Stock Exchange ◽

Tokyo Stock Exchange

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An Investigation of Comprehensive Income and Firm Performance: The Case of the Electric Appliances Industry of the Tokyo Stock Exchange

Accounting and Finance Research ◽

10.5430/afr.v2n2p29 ◽

2013 ◽

Vol 2 (2) ◽

Author(s):

Chikashi Tsuji

Keyword(s):

Firm Performance ◽

Stock Exchange ◽

Comprehensive Income ◽

Tokyo Stock Exchange

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Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2004.05.039 ◽

2005 ◽

Vol 29 (6) ◽

pp. 1483-1508 ◽

Author(s):

Hee-Joon Ahn ◽

Jun Cai ◽

Yasushi Hamao ◽

Richard Y.K. Ho

Keyword(s):

Adverse Selection ◽

Stock Exchange ◽

Trading Activity ◽

Tokyo Stock Exchange

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The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange

Pacific-Basin Finance Journal ◽

10.1016/0927-538x(95)99087-i ◽

1995 ◽

Vol 3 (1) ◽

pp. 142

Author(s):

Vidhan Goyal ◽

Chuan-Yang Hwang ◽

Narayanan Jayaraman ◽

Kuldeep Shastri

Keyword(s):

Stock Exchange ◽

Tokyo Stock Exchange

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The Limits of Standard Risk and Macroeconomic Factors in Explaining the Return Premia: Evidence from the Tokyo Stock Exchange

International Business Research ◽

10.5539/ibr.v3n1p80 ◽

2009 ◽

Vol 3 (1) ◽

Author(s):

Chikashi TSUJI

Keyword(s):

Stock Exchange ◽

Macroeconomic Factors ◽

Tokyo Stock Exchange ◽

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