Yoichi Otsubo

University of Manchester - Alliance Manchester Business School

Lecturer in Finance

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

6

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CITATIONS
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10

Scholarly Papers (6)

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 536 (50,364)
Citation 5

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
Rutgers Business School at Newark & New Brunswick, Rutgers University, Department of Economics and University of Manchester - Alliance Manchester Business School
Downloads 316 (94,646)

Abstract:

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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 92 (278,300)

Abstract:

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

4.

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
Luxembourg School of Finance, University of Luxembourg and University of Manchester - Alliance Manchester Business School
Downloads 80 (303,462)

Abstract:

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event study, policy announcement, subprime crisis

5.

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 62 (349,029)

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international cross-listing, market microstructure, price discovery

6.

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
Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance, University of Manchester - Alliance Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 50 (386,204)

Abstract:

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition