SSRN logo
Advanced Search

Jun Uno

Waseda University

Professor

1-6-1 Nishi-Waseda

Shinjuku-ku

Tokyo, 1698050

Japan

  • Waseda University

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 9,673

SSRN RANKINGS

Top 9,673

in Total Papers Downloads

4,255

CITATIONS
Rank 15,700

SSRN RANKINGS

Top 15,700

in Total Papers Citations

22

Scholarly Papers (14)

Actions:
Email selected abstracts
1.

Credit Risk and the Yen Interest Rate Swap Market

Downloads 695 ( 31,665)
Citation 7

Credit Risk and the Yen Interest Rate Swap Market

Number of pages: 43 Posted: 19 May 2000
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 552 (42,547)
Citation 7

Abstract:

Loading...

Credit Risk and the Yen Interest Rate Swap Market

NYU Working Paper No. S-DRP-01-08
Number of pages: 43 Posted: 07 Nov 2008
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 59 (328,668)
Citation 7

Abstract:

Loading...

Credit Risk, Japanese Government Bonds Market, Swap Pricing

Credit Risk and the Yen Interest Rate Swap Market

NYU Working Paper No. FIN-01-042
Number of pages: 43 Posted: 03 Nov 2008
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 45 (372,805)
Citation 7

Abstract:

Loading...

Credit Risk, Japanase Government Bonds market, Swap Pricing

Credit Risk and the Yen Interest Rate Swap Market

NYU Working Paper No. S-CDM-01-08
Number of pages: 43 Posted: 05 Nov 2008
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 39 (394,883)
Citation 7

Abstract:

Loading...

Credit Risk, Japenese Goverment Bonds Market, Swap Pricing

2.

Execution Probability of Limit Orders on the Tokyo Stock Exchange

Number of pages: 31 Posted: 18 Dec 2000
Keiichi Omura, Yasuhiko Tanigawa and Jun Uno
Waseda University - Graduate School of Commerce, Waseda University - Graduate School of Commerce and Waseda University
Downloads 673 (29,467)
Citation 2

Abstract:

Loading...

Limit orders, market orders, execution probabilities, probit model, tick-by-tick data, bid-ask spreads

3.

The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets

ECONOMIC THEORY, DYNAMICS AND MARKETS: ESSAYS IN HONOR OF RYUZO SATO, K. Mino, T. Negishi, R. Ramachandran, eds., Kluwer Academic Press, 2001
Number of pages: 25 Posted: 18 Jan 2002
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 489 (48,892)
Citation 1

Abstract:

Loading...

interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk

4.

Ownership Structure, Liquidity, and Firm Value: Effects of the Investment Horizon

22nd Australasian Finance and Banking Conference 2009
Number of pages: 35 Posted: 18 Aug 2009 Last Revised: 18 Aug 2011
Jun Uno and Naoki Kamiyama
Waseda University and Nikko Asset Management Co., Ltd.affiliation not provided to SSRN
Downloads 436 (51,830)
Citation 1

Abstract:

Loading...

ownership structure, liquidity, monitoring, corporate governance, market microstructure

5.

Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?

SAFE Working Paper No. 95
Number of pages: 66 Posted: 01 Apr 2015
Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Darden School of Business and Waseda University
Downloads 416 (61,354)

Abstract:

Loading...

Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market

6.

Coupon Effects and the Pricing of Japanese Government Bonds an Empirical Analysis

Downloads 410 ( 62,464)
Citation 8

Coupon Effects and the Pricing of Japanese Government Bonds an Empirical Analysis

Number of pages: 31 Posted: 13 Oct 1998
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 336 (78,288)
Citation 8

Abstract:

Loading...

Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis

NYU Working Paper No. FIN-98-078
Number of pages: 44 Posted: 11 Nov 2008
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 74 (290,410)
Citation 8

Abstract:

Loading...

Japanese Government Bond Market, Accounting and Tax Effects, Term Structure

Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis

Journal of Fixed Income, 1998
Posted: 21 Oct 1998
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business

Abstract:

Loading...

7.

The Transmission of Swap Spreads and Volatilities in the International Swap Markets

Number of pages: 37 Posted: 02 Mar 2002
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 365 (69,220)

Abstract:

Loading...

Interest Rate Swaps, Interest Rate Swap Spreads, Volatility of Swap Spreads, Credit Risk, Transmission of Swap Spreads

8.

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SAFE Working Paper No. 144
Number of pages: 90 Posted: 21 Sep 2016 Last Revised: 07 Jun 2017
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 194 (139,432)

Abstract:

Loading...

High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision

9.

Speed of Trade and Liquidity

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 42 Posted: 17 Aug 2011 Last Revised: 02 Jan 2012
Jun Uno and Mai Shibata
Waseda University and affiliation not provided to SSRN
Downloads 89 (220,068)

Abstract:

Loading...

Liquidity provision, high-frequency trading, persistency of runs, order imbalance, bid–ask spread

10.

Liquidity, Ownership Structure, and Market Share Repurchases: Evidence from Japan

Number of pages: 22 Posted: 22 Aug 2011
Takaaki Hoda and Jun Uno
Showa Women's University and Waseda University
Downloads 75 (240,003)

Abstract:

Loading...

Share repurchase, liquidity, investment horizon, ownership structure

11.

Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan

Downloads 46 (362,800)

Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 04 Jun 2017
Loriana Pelizzon, Marti G. Subrahmanyam, Reiko Tobe and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University
Downloads 33 (419,780)

Abstract:

Loading...

Sovereign bonds, quantitative easing, market liquidity, scarcity, spotlight

Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan

Number of pages: 47 Posted: 23 Jan 2018 Last Revised: 18 Apr 2018
Loriana Pelizzon, Marti G. Subrahmanyam, Reiko Tobe and Jun Uno
Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University
Downloads 13 (530,278)

Abstract:

Loading...

Sovereign bonds, quantitative easing, market liquidity, scarcity, spotlight

12.

Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps

NYU Working Paper No. FIN-98-069
Number of pages: 43 Posted: 11 Nov 2008
Marti G. Subrahmanyam, Young Ho Eom and Jun Uno
New York University - Stern School of Business, Yonsei University and Waseda University
Downloads 37 (379,613)
Citation 2

Abstract:

Loading...

Credit Risk, Japanese Government Bonds Market, Swap Pricing

13.

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 0 (313,685)

Abstract:

Loading...

High-Frequency Traders (HFTs), Proprietary Trading, Opening Auction, Liquidity Provision, Price Discovery

14.

The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets

Number of pages: 25 Posted: 17 Mar 2001
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 0
Citation 1

Abstract:

Loading...

interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk