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 ◽

Cited By ~ 4

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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Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SSRN Electronic Journal ◽

10.2139/ssrn.3619823 ◽

2020 ◽

Cited By ~ 1

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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Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SSRN Electronic Journal ◽

10.2139/ssrn.2841242 ◽

2016 ◽

Cited By ~ 2

Author(s):

Mario Bellia ◽

Loriana Pelizzon ◽

Marti G. Subrahmanyam ◽

Jun Uno

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Low Latency ◽

Tokyo Stock Exchange

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Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SSRN Electronic Journal ◽

10.2139/ssrn.2953611 ◽

2017 ◽

Author(s):

Mario Bellia ◽

Loriana Pelizzon ◽

Marti G. Subrahmanyam ◽

Jun Uno

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Low Latency ◽

Tokyo Stock Exchange

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Reform and Price Discovery at the Tokyo Stock Exchange

10.1057/9781137540393 ◽

2015 ◽

Cited By ~ 4

Author(s):

Keiichi Kubota ◽

Hitoshi Takehara

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Market microstructure and price discovery on the Tokyo Stock Exchange

Japan and the World Economy ◽

10.1016/0922-1425(89)90013-3 ◽

1989 ◽

Vol 1 (4) ◽

pp. 341-370 ◽

Cited By ~ 28

Author(s):

Yakov Amihud ◽

Haim Mendelson

Keyword(s):

Market Microstructure ◽

Price Discovery ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Price Discovery Process Before and After the Introduction of the “arrowhead” Trading System at the Tokyo Stock Exchange

Reform and Price Discovery at the Tokyo Stock Exchange ◽

10.1057/9781137540393_6 ◽

2015 ◽

pp. 88-107

Author(s):

Keiichi Kubota ◽

Hitoshi Takehara

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Discovery Process ◽

Trading System ◽

Tokyo Stock Exchange ◽

Before And After ◽

Price Discovery Process

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Price discovery with and without trading on the Tokyo Stock Exchange

International Journal of Behavioural Accounting and Finance ◽

10.1504/ijbaf.2011.038757 ◽

2011 ◽

Vol 2 (1) ◽

pp. 56

Author(s):

Tao Chen

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Tokyo Stock Exchange

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Price Discovery Process Before and After the Introduction of the "arrowhead" Trading System at the Tokyo Stock Exchange

Reform and Price Discovery at the Tokyo Stock Exchange ◽

10.1057/9781137540393.0011 ◽

2015 ◽

Keyword(s):

Price Discovery ◽

Stock Exchange ◽

Discovery Process ◽

Trading System ◽

Tokyo Stock Exchange ◽

Before And After ◽

Price Discovery Process

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Empirical Analysis of Price Limit Hits of Tokyo Stock Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1471222 ◽

2009 ◽

Cited By ~ 3

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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