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Tick size change and liquidity provision on the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and international economies : … 21 (2007) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10007730223
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A perturbed risk model with dependence between premium rates and claim sizes
Zhou, Ming; Cai, Jun - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 382-392
Persistent link: https://www.econbiz.de/10008332288
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Stock returns, order imbalances, and commonality: Evidence on individual, institutional, and proprietary investors in China
Bailey, Warren; Cai, Jun; Cheung, Yan Leung; Wang, Fenghua - In: Journal of banking & finance 33 (2009) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10008163808
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Optimal reinsurance under VaR and CTE risk measures
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 185
Persistent link: https://www.econbiz.de/10008082349
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Information-Based Trading in the Treasury Note Interdealer Broker Market
Huang, Roger D.; Cai, Jun; Wang, Xiaozu - In: Journal of financial intermediation 11 (2002) 3, pp. 269-296
Persistent link: https://www.econbiz.de/10007108985
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Intraday and interday volatility in the Japanese stock market
Andersen, Torben G.; Bollerslev, Tim; Cai, Jun - In: Journal of international financial markets, … 10 (2000) 2, pp. 107-130
Persistent link: https://www.econbiz.de/10007118982
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The Performance of Japanese Mutual Funds
Cai, Jun; Chan, K.C.; Yamada, Takeshi - In: The review of financial studies 10 (1997) 2, pp. 237-274
Persistent link: https://www.econbiz.de/10007373118
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The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Ahn, Hee-Joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Y.K. - In: Journal of empirical finance 9 (2002) 4, pp. 399-430
Persistent link: https://www.econbiz.de/10007234580
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The performance of Japanese seasoned equity offerings, 1971-1992
Cai, Jun; Loughran, Tim - In: Pacific-Basin finance journal 6 (1998) 5, pp. 395-426
Persistent link: https://www.econbiz.de/10007246384
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On the invariant properties of notions of positive dependence and copulas under increasing transformations
Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10009818859