Market microstructure and price discovery on the Tokyo Stock Exchange
- 30 November 1989
- journal article
- Published by Elsevier BV in Japan and the World Economy
- Vol. 1 (4), 341-370
- https://doi.org/10.1016/0922-1425(89)90013-3
Abstract
No abstract availableKeywords
This publication has 19 references indexed in Scilit:
- The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock ReturnsThe Journal of Finance, 1989
- Index and Index-Futures ReturnsJournal of Accounting, Auditing & Finance, 1989
- Trading Mechanisms and Stock Returns: An Empirical InvestigationThe Journal of Finance, 1987
- Liquidity, Stock Markets, and Market MakersFinancial Management, 1987
- Asset pricing and the bid-ask spreadJournal of Financial Economics, 1986
- NoiseThe Journal of Finance, 1986
- Liquidity and Stock ReturnsCFA Magazine, 1986
- Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment ApproachJournal of Money, Credit and Banking, 1982
- Asset Price Behavior in a Dealership MarketCFA Magazine, 1982
- Implications of Microstructure Theory for Empirical Research on Stock Price BehaviorThe Journal of Finance, 1980