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Low-latency trading and price discovery : evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2017 - This version: April 2017
-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening auction. We use a …
Persistent link: https://www.econbiz.de/10012061992
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Capital market trends in Japan : drivers of innivation and a market in transition
Yanagawa, Eiichiro - In: Journal of securities operations & custody 6 (2013) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10010202476
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Low-latency trading and price discovery : evidence from the Tokyo Stock Exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2016
-opening period contributes to market quality, defined by price discovery and liquidity provision, in the opening auction. We use a …
Persistent link: https://www.econbiz.de/10011535566
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Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2020
Persistent link: https://www.econbiz.de/10012244863
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Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market
Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220
Persistent link: https://www.econbiz.de/10012033008
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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111
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Market fairness and efficiency : evidence from the Tokyo stock exchange
Kemme, David M.; McInish, Thomas H.; Zhang, Jiang - In: Journal of banking & finance 134 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013400003
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Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi - In: Pacific-Basin finance journal 74 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360