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International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
Otsubo, Yoichi - In: Journal of empirical finance 25 (2014), pp. 36-51
Persistent link: https://www.econbiz.de/10010462089
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Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi - In: Applied economics letters 22 (2015) 10/12, pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
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The market microstructure of the European Climate Exchange
Mizrach, Bruce Marshall; Otsubo, Yoichi - 2011 - Rev.: March 16, 2011
This paper analyzes the market microstructure of the European Climate Exchange, the largest EU ETS trading venue. The ECX captures 2/3 of the screen traded market in EUA and more than 90% in CER. Trading volumes are active, with EUA volume doubling in 2009. Spreads range from €0.02 to €0.06...
Persistent link: https://www.econbiz.de/10009428248
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The market microstructure of the European climate exchange
Mizrach, Bruce Marshall; Otsubo, Yoichi - In: Journal of banking & finance 39 (2014), pp. 107-116
Persistent link: https://www.econbiz.de/10010340767