Jun Uno

Waseda University

Professor

1-6-1 Nishi-Waseda

Shinjuku-ku

Tokyo, 1698050

Japan

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 11,262

SSRN RANKINGS

Top 11,262

in Total Papers Downloads

5,443

SSRN CITATIONS
Rank 16,161

SSRN RANKINGS

Top 16,161

in Total Papers Citations

11

CROSSREF CITATIONS

59

Scholarly Papers (16)

1.

Execution Probability of Limit Orders on the Tokyo Stock Exchange

Number of pages: 31 Posted: 18 Dec 2000
Waseda University - Graduate School of Commerce, Waseda University - Graduate School of Commerce and Waseda University
Downloads 822 (37,369)
Citation 4

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

2.
Downloads 753 ( 42,152)
Citation 6

Credit Risk and the Yen Interest Rate Swap Market

Number of pages: 43 Posted: 19 May 2000
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 571 (59,878)
Citation 9

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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
Yonsei University, New York University (NYU) - Department of Finance and Waseda University
Downloads 77 (390,509)

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Credit Risk, Japanese 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
Yonsei University, New York University (NYU) - Department of Finance and Waseda University
Downloads 57 (458,869)

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Credit Risk, Japenese Goverment 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
Yonsei University, New York University (NYU) - Department of Finance and Waseda University
Downloads 48 (496,089)

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Credit Risk, Japanase Government Bonds market, Swap Pricing

3.

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
Waseda University and affiliation not provided to SSRNNikko Asset Management Co., Ltd.
Downloads 551 (63,328)
Citation 4

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

4.

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

Number of pages: 25 Posted: 18 Jan 2002
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 529 (66,625)
Citation 1

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

5.

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

Journal of Financial Economics (JFE), Vol. 122, No. 1, 2016
Number of pages: 66 Posted: 01 Apr 2015 Last Revised: 11 Aug 2021
Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 497 (72,023)
Citation 8

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

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

Number of pages: 31 Posted: 13 Oct 1998
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 374 (99,822)
Citation 1

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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
Yonsei University, New York University (NYU) - Department of Finance and Waseda University
Downloads 80 (381,826)

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

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

Posted: 21 Oct 1998
Yonsei University, Waseda University and New York University (NYU) - Department of Finance

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7.

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

Number of pages: 37 Posted: 02 Mar 2002
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 383 (97,957)
Citation 3

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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
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 322 (118,796)
Citation 2

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

9.

Central Bank-Driven Mispricing

SAFE Working Paper No. 226
Number of pages: 75 Posted: 27 Aug 2018 Last Revised: 24 Mar 2020
Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Darden School of Business and Waseda University
Downloads 313 (122,474)
Citation 6

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Central Bank Interventions, Liquidity, Sovereign Bonds, Futures Contracts, Arbitrage

10.
Downloads 219 (175,451)
Citation 2

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 179 (210,732)
Citation 2

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

Coming Early to the Party

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 11/WP/2020 , NYU Stern School of Business
Number of pages: 63 Posted: 18 Jun 2020
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 40 (534,584)

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

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
Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University
Downloads 72 (405,892)
Citation 1

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

Scarcity and Spotlight Effects on Liquidity: Quantitative Easing in Japan

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 47 Posted: 23 Jan 2018 Last Revised: 18 Apr 2018
Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University
Downloads 67 (422,306)
Citation 7

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

12.

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 137 (262,927)
Citation 6

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

13.

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

Number of pages: 22 Posted: 22 Aug 2011
Takaaki Hoda and Jun Uno
Kobe Univerity and Waseda University
Downloads 123 (285,212)
Citation 3

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Share repurchase, liquidity, investment horizon, ownership structure

14.

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

Number of pages: 25 Posted: 17 Mar 2001
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 95

Abstract:

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

15.

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

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2020, NYU Stern School of Business
Number of pages: 89 Posted: 22 Jun 2020
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business AdministrationLeibniz Institute for Financial Research SAFE, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 58 (448,273)

Abstract:

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

16.

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
New York University (NYU) - Department of Finance, Yonsei University and Waseda University
Downloads 48 (487,332)

Abstract:

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Credit Risk, Japanese Government Bonds Market, Swap Pricing