Jun Uno

Waseda University

Professor

1-6-1 Nishi-Waseda

Shinjuku-ku

Tokyo, 1698050

Japan

SCHOLARLY PAPERS

14

DOWNLOADS
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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)

1.
Downloads 695 ( 31,665)
Citation 7

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 - Stern School of Business
Downloads 552 (42,547)
Citation 7

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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 - Stern School of Business and Waseda University
Downloads 59 (328,668)
Citation 7

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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. FIN-01-042
Number of pages: 43 Posted: 03 Nov 2008
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 45 (372,805)
Citation 7

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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
Yonsei University, New York University - Stern School of Business and Waseda University
Downloads 39 (394,883)
Citation 7

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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
Waseda University - Graduate School of Commerce, Waseda University - Graduate School of Commerce and Waseda University
Downloads 673 (29,467)
Citation 2

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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
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 489 (48,892)
Citation 1

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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

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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
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)

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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 - Stern School of Business
Downloads 336 (78,288)
Citation 8

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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 - Stern School of Business and Waseda University
Downloads 74 (290,410)
Citation 8

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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

Journal of Fixed Income, 1998
Posted: 21 Oct 1998
Yonsei University, Waseda University and New York University - Stern School of Business

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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 - Stern School of Business
Downloads 365 (69,220)

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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
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)

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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)

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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)

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Share repurchase, liquidity, investment horizon, ownership structure

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 Administration, New York University - Stern School of Business, Waseda University - Graduate School of Finance, Accounting & Law and Waseda University
Downloads 33 (419,780)

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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
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)

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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
New York University - Stern School of Business, Yonsei University and Waseda University
Downloads 37 (379,613)
Citation 2

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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
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)

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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
Yonsei University, Waseda University and New York University - Stern School of Business
Downloads 0
Citation 1

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