Volume and Individual Security Returns on the Tokyo Stock Exchange

CFA Digest ◽  
2000 ◽  
Vol 30 (2) ◽  
pp. 31-33
Author(s):  
Bruce D. Phelps
Keyword(s):  
Stock Exchange ◽  
Tokyo Stock Exchange ◽  
Security Returns ◽  
Individual Security

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

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

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

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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