Related Books

Econometric Analysis of Intra-daily Trading Activity on Tokyo Stock Exchange
Language: en
Pages: 36
Authors: Luc Bauwens
Categories: Day trading (Securities)
Type: BOOK - Published: 2005 - Publisher:

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Econometric Analysis of Intra-Daily Activity on Tokyo Stock Exchange
Language: en
Pages: 31
Authors: Luc Bauwens
Categories:
Type: BOOK - Published: 2005 - Publisher:

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We analyze statistically inter-trade durations of four stocks listed on the Tokyo Stock Exchange in 2003. We find that these data display the usual stylized fac
An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts
Language: en
Pages: 123
Authors: Axel Groß-Klußmann
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Monetary and Economic Studies
Language: en
Pages: 516
Authors:
Categories: Finance
Type: BOOK - Published: 2006 - Publisher:

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Reform and Price Discovery at the Tokyo Stock Exchange: From 1990 to 2012
Language: en
Pages: 127
Authors: K. Kubota
Categories: Business & Economics
Type: BOOK - Published: 2015-04-30 - Publisher: Springer

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In the last two decades the Tokyo Stock Exchange implemented several important reforms in regulations, market trading mechanisms, and IT trading systems. In thi