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Abnormal accrual, informed trader, and long-term stock return : evidence from Japan
Muramiya, Katsuhiko, (2008)
Testing for Market Microstructure Effects in Intraday Volatility : A Reassessment of the Tokyo FX Experiment
Anderson, Torben G., (1998)
Intraday seasonality in efficiency, liquidity, volatility, and volume : platinum and gold futures in Tokyo and New York
Iwatsubo, Kentarō, (2017)
How (not) to integrate the European capital markets
Amihud, Yakov, (1991)
Number of shareholders and stock prices : evidence from Japan
Amihud, Yakov, (1999)
Asset pricing and the bid-ask spread
Amihud, Yakov, (1986)