Yoichi Otsubo

Kobe University

Associate Professor

2-1, Rokkodai-cho, Nada-ku

Kobe, 657-8501

Japan

The University of Manchester - Manchester Business School

Honorary Research Associate

Booth Street West

Manchester, M15 6PB

United Kingdom

  • Kobe University

  • The University of Manchester - Manchester Business School

SCHOLARLY PAPERS

10

DOWNLOADS

2,079

TOTAL CITATIONS

18

Scholarly Papers (10)

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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 Kobe University
Downloads 659 (84,710)
Citation 12

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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 Kobe University
Downloads 438 (140,401)
Citation 4

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Brent, West Texas Intermediate, Crude Oil, Basis Differential

3.

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 Kobe University
Downloads 267 (240,502)

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

4.

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
Kobe University
Downloads 224 (286,009)

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

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 Kobe University
Downloads 119 (492,123)

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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
Kobe University
Downloads 101 (555,313)
Citation 2

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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, Kobe University and Auckland University of Technology - Faculty of Business & Law
Downloads 94 (582,156)

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Macroeconomic News Announcements, Bid-Ask Spreads, Spread Decomposition

8.

Intensity Bursts in WallStreetBets Discussion and Stock Markets Trading

Number of pages: 63 Posted: 26 Nov 2024 Last Revised: 29 Nov 2024
Siliang Wei, Yoichi Otsubo and Ser-Huang Poon
The University of Manchester - Alliance Manchester Business School, Kobe University and Alliance Manchester Business School, University of Manchester
Downloads 92 (589,961)

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Social Media, Stock Market Dynamics, WallStreetBets, Submission Intensity Bursts, Short Selling, Trading Turnover, Meme stocks

9.

Oil Price Volatility and Option Implied Risk Connectedness in the Canadian Banking Sector

Number of pages: 30 Posted: 15 Apr 2024
Liangyi Mu, Yoichi Otsubo and Xiangjin Shen
Queen's University Belfast, Kobe University and Synovus Financial Corporation
Downloads 48 (827,834)

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Option Implied Risk Connectedness, Spillover, Systemic Risk, Oil Price Volatility, Canada

10.

Vocabulary Herfindahl Index (Vocahin): Linguistic Dominance and Collective Effervescence in Wallstreetbets

Number of pages: 11 Posted: 18 Mar 2024
Ko Hayakawa, Yoichi Otsubo, Ser-Huang Poon and Siliang Wei
Osaka International University, Kobe University, Alliance Manchester Business School, University of Manchester and The University of Manchester - Alliance Manchester Business School
Downloads 37 (921,105)

Abstract:

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Vocabulary Herfindahl Index (VocaHIn), Collective Effervescence, Retail Investors, Meme stocks