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~person:"Blau, Benjamin"
~person:"Hamao, Yasushi"
~person:"Lipson, Marc"
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Handelsvolumen der Börse
15
Trading volume
15
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8
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8
Japan
5
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4
Liquidität
4
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Blau, Benjamin
Hamao, Yasushi
Lipson, Marc
Subrahmanyam, Avanidhar
19
Chordia, Tarun
11
Ryu, Doojin
11
Frino, Alex
10
Hautsch, Nikolaus
8
Roll, Richard
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Ap Gwilym, Owain
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McInish, Thomas H.
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O'Hara, Maureen
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Singh, Balwinder
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Theissen, Erik
6
Van Ness, Bonnie F.
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Verousis, Thanos
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Abudy, Menachem
5
Ahn, Hee-joon
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Biktimirov, Ernest N.
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Ciner, Cetin
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Faff, Robert W.
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Huang, Han-Ching
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Kim, Suk-Joong
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Lepone, Andrew
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Li, Oliver Zhen
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Lo, Andrew W.
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Journal of banking & finance
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Japan and the world economy : international journal of theory and policy
1
Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
15
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1
Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
2
Gambling preferences, options markets, and volatility
Blau, Benjamin
;
Bowles, T. Boone
;
Whitby, Ryan J.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011577503
Saved in:
3
Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Melvin, Michael
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
Saved in:
4
The information content of option ratios
Blau, Benjamin
;
Nguyen Nga
;
Whitby, Ryan J.
- In:
Journal of banking & finance
43
(
2014
),
pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
Saved in:
5
Autocorrelation in daily short-sale volume
Blau, Benjamin
;
Smith, Jason M.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10010468801
Saved in:
6
Concentrated short-selling activity : bear raids or contrarian trading?
Blau, Benjamin
;
Brough, Tyler J.
- In:
International journal of managerial finance : IJMF
8
(
2012
)
3
,
pp. 187-203
Persistent link: https://www.econbiz.de/10009574401
Saved in:
7
Order characteristics and the sources of commonality in prices and liquidity
Corwin, Shane Anthony
;
Lipson, Marc
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009267113
Saved in:
8
Tick size change and liquidity provision for Japanese stock trading near [Yen] 1000
Cai, Jun
;
Hamao, Yasushi
;
Ho, Richard Yan-ki
- In:
Japan and the world economy : international journal of …
20
(
2008
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003685856
Saved in:
9
Unique symptoms of Japanese stagnation : an equity market perspective
Hamao, Yasushi
;
Mei, Jianping
;
Xu, Yexiao
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
4
,
pp. 901-923
Persistent link: https://www.econbiz.de/10003483257
Saved in:
10
Tipping
Irvine, Paul
;
Lipson, Marc
;
Puckett, Andy
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 741-768
Persistent link: https://www.econbiz.de/10003554625
Saved in:
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