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Predictable patterns after large stock price changes on the Tokyo Stock Exchange
Bremer, Marc, (1997)
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep, (1996)
Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq, (1997)
Equity options and underlying stocks' behavior : further evidence from Japan
Liu, Shinhua, (2010)
Transaction costs and market efficiency : evidence from commission deregulation
The price effects of index additions : a new explanation
Liu, Shinhua, (2011)