1-6-1 Nishi-Waseda
Shinjuku-ku
Tokyo, 1698050
Japan
Waseda University
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Limit orders, market orders, execution probabilities, probit model, tick-by-tick data, bid-ask spreads
Credit Risk, Japanese Government Bonds Market, Swap Pricing
Credit Risk, Japenese Goverment Bonds Market, Swap Pricing
Credit Risk, Japanase Government Bonds market, Swap Pricing
ownership structure, liquidity, monitoring, corporate governance, market microstructure
interest rate swaps, interest rate swap spreads, relative value, international linkages, credit risk
Liquidity, Credit Risk, Euro-zone Government Bonds, Financial Crisis, MTS Bond Market
Japanese Government Bond Market, Accounting and Tax Effects, Term Structure
Interest Rate Swaps, Interest Rate Swap Spreads, Volatility of Swap Spreads, Credit Risk, Transmission of Swap Spreads
: High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision
High-Frequency Traders (HFTs), Proprietary Trading, Opening Auction, Liquidity Provision, Price Discovery
Sovereign bonds, quantitative easing, market liquidity, scarcity, spotlight
Liquidity provision, high-frequency trading, persistency of runs, order imbalance, bid–ask spread
Share repurchase, liquidity, investment horizon, ownership structure
High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision
Sovereign bonds, short position, large-scale asset purchase, scarcity, repo