Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
116 |
Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
31 |
DYNAMIC PREDICTOR SELECTION AND ORDER SPLITTING IN A LIMIT ORDER MARKET |
1 |
1 |
1 |
5 |
1 |
2 |
2 |
15 |
Intraday technical analysis of individual stocks on the Tokyo Stock Exchange |
1 |
1 |
1 |
126 |
1 |
5 |
15 |
475 |
Limit order submission risks, order choice, and tick size |
0 |
0 |
2 |
12 |
0 |
1 |
5 |
54 |
Long-memory in an order-driven market |
0 |
0 |
1 |
19 |
1 |
2 |
6 |
95 |
Order aggressiveness, pre-trade transparency, and long memory in an order-driven market |
0 |
0 |
0 |
36 |
0 |
1 |
4 |
146 |
Order-splitting and long-memory in an order-driven market |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
50 |
Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange |
0 |
0 |
1 |
5 |
0 |
1 |
5 |
17 |
Price discovery, order submission, and tick size during preopen period |
0 |
0 |
2 |
14 |
0 |
0 |
4 |
63 |
Strategy switching in the Japanese stock market |
0 |
0 |
0 |
15 |
0 |
1 |
14 |
85 |
The Impact of Imitation on Long Memory in an Order-Driven Market |
0 |
1 |
1 |
45 |
0 |
1 |
4 |
189 |
Trading profitability from learning and adaptation on the Tokyo Stock Exchange |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
13 |
Volatility clustering and herding agents: does it matter what they observe? |
0 |
0 |
0 |
32 |
2 |
2 |
3 |
141 |
WHAT CAUSES PERSISTENCE OF STOCK RETURN VOLATILITY? ONE POSSIBLE EXPLANATION WITH AN ARTIFICIAL STOCK MARKET |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
7 |
Total Journal Articles |
2 |
3 |
10 |
359 |
5 |
17 |
66 |
1,497 |