An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Year of publication: |
2014
|
---|---|
Authors: | Yamamoto, Ryuichi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 369-383
|
Subject: | Limit order market | Non-execution risk | Picking-off risk | Investment decisions | Market microstructure | Marktmikrostruktur | Risiko | Risk | Börsenhandel | Stock exchange trading | Wertpapierhandel | Securities trading | Japan | Theorie | Theory |
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
-
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert, (2019)
-
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes, (2023)
- More ...
-
Evolution with Individual and Social Learning in an Agent-Based Stock Market
YAMAMOTO, Ryuichi, (2005)
-
YAMAMOTO, RYUICHI, (2006)
-
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi, (2014)
- More ...