Jun Uno

Waseda University

Professor

1-6-1 Nishi-Waseda

Shinjuku-ku

Tokyo, 1698050

Japan

  • Waseda University

SCHOLARLY PAPERS

16

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5,443

SSRN CITATIONS
Rank 16,161

SSRN RANKINGS

Top 16,161

in Total Papers Citations

11

CROSSREF CITATIONS

59

Scholarly Papers (16)

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1.

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 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.

Credit Risk and the Yen Interest Rate Swap Market

Downloads 753 ( 42,152)
Citation 6

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 (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
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
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
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
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
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
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
Jun Uno, Naoki Kamiyama and Naoki Kamiyama
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
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
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
Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
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

6.

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

Downloads 454 ( 80,331)
Citation 1

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 (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
Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
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
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
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
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
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
Mario Bellia, Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
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
Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Davide Tomio and Jun Uno
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.

Coming Early to the Party

Downloads 219 (175,451)
Citation 2

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
Mario Bellia, Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
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
Mario Bellia, Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
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

11.

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

Downloads 139 (259,955)
Citation 7

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, Loriana Pelizzon, Marti G. Subrahmanyam, Reiko Tobe and Jun Uno
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
Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Reiko Tobe and Jun Uno
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
Young Ho Eom, Jun Uno and Marti G. Subrahmanyam
Yonsei University, Waseda University and New York University (NYU) - Department of Finance
Downloads 95

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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
Mario Bellia, Loriana Pelizzon, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
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)

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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
Marti G. Subrahmanyam, Young Ho Eom and Jun Uno
New York University (NYU) - Department of Finance, Yonsei University and Waseda University
Downloads 48 (487,332)

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Credit Risk, Japanese Government Bonds Market, Swap Pricing