Yoichi Otsubo

University of Manchester - Alliance Manchester Business School

Lecturer in Finance

Booth Street West

Manchester, M15 6PB

United Kingdom

  • University of Manchester - Alliance Manchester Business School

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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11

CROSSREF CITATIONS

5

Scholarly Papers (7)

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1.

The Market Microstructure of the European Climate Exchange

Number of pages: 29 Posted: 07 Jun 2010 Last Revised: 14 Jul 2013
Bruce Mizrach and Yoichi Otsubo
Rutgers University, Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 623 (75,046)
Citation 12

Abstract:

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carbon trading, market microstructure, bid-ask spread, market impact, information shares, order imbalance

2.

Location Basis Differentials in Crude Oil Prices

Number of pages: 29 Posted: 15 May 2014 Last Revised: 21 Jul 2019
Phat V. Luong, Bruce Mizrach and Yoichi Otsubo
SUNY Polytechnic Institute, College of Business Management, Rutgers University, Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 415 (122,925)
Citation 4

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Brent, West Texas Intermediate, Crude Oil, Basis Differential

3.

Measuring the Bid-Ask Spread: A Note on the Potential Downward Bias of the Thompson-Waller Estimator

Number of pages: 15 Posted: 20 Feb 2013
Yoichi Otsubo
University of Manchester - Alliance Manchester Business School
Downloads 213 (245,683)

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Bid-ask spread, futures market, market microstructure, Thompson-Waller estimator

4.

Collective Effervescence in Retail Investors: An Exploratory Inquiry to Understand the Meme Stock Bubble

Number of pages: 16 Posted: 10 Jan 2023
Ko Hayakawa and Yoichi Otsubo
Osaka International University and University of Manchester - Alliance Manchester Business School
Downloads 189 (273,873)

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Collective Effervescence, Irrational Exuberance, Retail Investors, Meme stocks, Bubble, Speech Event, SPEAKING model, Matsuri

5.

Market Perceptions of US and European Policy Actions Around the Subprime Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 31 Posted: 20 Aug 2012
Theoharry Grammatikos, Thorsten Lehnert and Yoichi Otsubo
Luxembourg School of Finance, University of Luxembourg and University of Manchester - Alliance Manchester Business School
Downloads 103 (442,746)

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event study, policy announcement, subprime crisis

6.

International Cross-Listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares

Number of pages: 34 Posted: 14 Jan 2013 Last Revised: 07 Nov 2013
Yoichi Otsubo
University of Manchester - Alliance Manchester Business School
Downloads 80 (519,763)
Citation 1

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international cross-listing, market microstructure, price discovery

7.

Trading Cost Decomposition During Federal Funds Rate Announcements

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 40 Posted: 03 Dec 2015 Last Revised: 02 Dec 2016
Bart Frijns, Ivan Indriawan, Yoichi Otsubo and Alireza Tourani-Rad
Open University of the Netherlands - School of Management, University of Adelaide, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 77 (531,502)

Abstract:

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition