Market microstructure and price discovery on the Tokyo Stock Exchange
暂无分享,去创建一个
[1] Haim Mendelson,et al. The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns , 1989 .
[2] Y. Amihud,et al. Index and Index-Futures Returns , 1989 .
[3] Y. Amihud,et al. Trading Mechanisms and Stock Returns: An Empirical Investigation , 1987 .
[4] Haim Mendelson,et al. Consolidation, Fragmentation, and Market Performance , 1987, Journal of Financial and Quantitative Analysis.
[5] A. Lo,et al. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test , 1987 .
[6] Peter L. Bernstein,et al. Liquidity, Stock Markets, and Market Makers , 1987 .
[7] Y. Amihud,et al. Asset pricing and the bid-ask spread , 1986 .
[8] K. French,et al. Stock return variances: The arrival of information and the reaction of traders , 1986 .
[9] Haim Mendelson,et al. Liquidity and Stock Returns , 1986 .
[10] Haim Mendelson,et al. Random competitive exchange: Price distributions and gains from trade , 1985 .
[11] Randolph Westerfield,et al. Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects , 1985, Journal of Financial and Quantitative Analysis.
[12] R. Westerfield,et al. The Week-End Effect in Common Stock Returns: The International Evidence , 1985 .
[13] H. Mendelson. MARKET BEHAVIOR IN A CLEARING HOUSE , 1982 .
[14] Y. Amihud,et al. Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach , 1982 .
[15] Y. Amihud,et al. Asset Price Behavior in a Dealership Market , 1982 .
[16] K. J. Cohen,et al. Implications of Microstructure Theory for Empirical Research on Stock Price Behavior , 1980 .
[17] Robert A. Schwartz,et al. THE TIME‐VARIANCE RELATIONSHIP: EVIDENCE ON AUTOCORRELATION IN COMMON STOCK RETURNS , 1977 .
[18] Robert A. Schwartz,et al. Abstract: Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals , 1976, Journal of Financial and Quantitative Analysis.
[19] R. R. West,et al. The economics of the stock market , 1972 .
[20] E. Fama. EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* , 1970 .
[21] 日本証券経済研究所. Securities market in Japan , 1975 .