Yoichi Otsubo

University of Manchester - Manchester Business School

Lecturer in Finance

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
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988

CITATIONS
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8

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 - Manchester Business School
Downloads 490 (43,710)
Citation 8

Abstract:

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

2.

Location Basis Differentials in Crude Oil Prices

Number of pages: 31 Posted: 15 May 2014 Last Revised: 06 Jul 2017
Yang Li, Bruce Mizrach and Yoichi Otsubo
School of Finance, Nankai University, Rutgers University, Department of Economics and University of Manchester - Manchester Business School
Downloads 120 (113,599)

Abstract:

Brent, West Texas Intermediate, crude oil, basis differential

3.

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, Luxembourg School of Finance and University of Manchester - Manchester Business School
Downloads 63 (273,325)

Abstract:

event study, policy announcement, subprime crisis

4.

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 - Manchester Business School
Downloads 46 (319,066)

Abstract:

international cross-listing, market microstructure, price discovery

5.

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 - Manchester Business School
Downloads 29 (265,012)

Abstract:

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

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 - Manchester Business School and Auckland University of Technology - Faculty of Business & Law
Downloads 0 (387,082)

Abstract:

Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition