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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Price Limit Performance: Evidence from the Tokyo Stock Exchange

The Journal of Finance ◽

10.1111/j.1540-6261.1997.tb04827.x ◽

1997 ◽

Vol 52 (2) ◽

pp. 885-901 ◽

Author(s):

KENNETH A. KIM ◽

S. GHON RHEE

Keyword(s):

Stock Exchange ◽

Price Limit ◽

Tokyo Stock Exchange

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Transitory Price Changes and Price-Limit Rules: Evidence from the Tokyo Stock Exchange

Journal of Financial and Quantitative Analysis ◽

10.2307/2331123 ◽

1995 ◽

Vol 30 (2) ◽

pp. 313 ◽

Author(s):

Thomas J. George ◽

Chuan-Yang Hwang

Keyword(s):

Stock Exchange ◽

Price Changes ◽

Price Limit ◽

Tokyo Stock Exchange

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Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-019-00842-3 ◽

2019 ◽

Vol 55 (1) ◽

pp. 239-268

Author(s):

Donald Lien ◽

Pi-Hsia Hung ◽

Chiu-Ting Pan

Keyword(s):

Empirical Analysis ◽

Stock Price ◽

Stock Exchange ◽

Price Limit ◽

Taiwan Stock Exchange ◽

Price Movements ◽

Stock Price Movements

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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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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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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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