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Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange
Liu, Shinhua; Zhu, Zhen - In: Journal of Financial Services Research 36 (2009) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10005005661
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Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
Liu, Shinhua - In: Journal of Financial Services Research 34 (2008) 1, pp. 77-91
Persistent link: https://www.econbiz.de/10005680201
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Securities Transaction Tax and Market Efficiency: Evidence from the Japanese Experience
Liu, Shinhua - In: Journal of Financial Services Research 32 (2007) 3, pp. 161-176
Persistent link: https://www.econbiz.de/10005715963