An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange

Journal of Empirical Finance ◽

10.1016/j.jempfin.2014.09.003 ◽

2014 ◽

Vol 29 ◽

pp. 369-383 ◽

Author(s):

Ryuichi Yamamoto

Keyword(s):

Empirical Analysis ◽

Stock Exchange ◽

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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Does High-Speed Trading Enhance Market Efficiency?Empirical Analysis on “Arrowhead” of the Tokyo Stock Exchange

The Journal of Trading ◽

10.3905/jot.2014.2014.1.036 ◽

2014 ◽

pp. 140912232537004

Author(s):

Shinichi Nagata ◽

Koji Inui

Keyword(s):

Market Efficiency ◽

Empirical Analysis ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Does High-Speed Trading Enhance Market Efficiency? Empirical Analysis on “Arrowhead” of the Tokyo Stock Exchange

The Journal of Trading ◽

10.3905/jot.2014.9.4.037 ◽

2014 ◽

Vol 9 (4) ◽

pp. 37-47 ◽

Author(s):

Shinichi Nagata ◽

Koji Inui

Keyword(s):

Market Efficiency ◽

Empirical Analysis ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Why U.S. firms delist from the Tokyo stock exchange: An empirical analysis

International Review of Economics & Finance ◽

10.1016/j.iref.2011.12.001 ◽

2012 ◽

Vol 24 ◽

pp. 62-70 ◽

Author(s):

Shinhua Liu ◽

John D. Stowe ◽

Ken Hung

Keyword(s):

Empirical Analysis ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Pricing Liquidity Risk on the Tokyo Stock Exchange: Empirical Analysis Using Multiple Liquidity Measures

Journal of Accounting and Finance ◽

10.33423/jaf.v19i4.2184 ◽

2019 ◽

Vol 19 (4) ◽

Keyword(s):

Empirical Analysis ◽

Stock Exchange ◽

Liquidity Risk ◽

Tokyo Stock Exchange ◽

Liquidity Measures

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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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An Empirical Analysis on the Dhaka Stock Exchange (DSE) Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2698972 ◽

2012 ◽

Author(s):

Sarod Khandaker

Keyword(s):

Financial Crisis ◽

Empirical Analysis ◽

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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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