PO Box 6025
Morgantown, WV 26506
United States
West Virginia University
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Tokyo Stock Exchange, Future trade prices, volatility, trading speed
adjusted close, historical price, stock split, cash dividend, split-adjusted
High-frequency trading, Liquidity, Correlation, Systemic Risk, Arrowhead, CoVaR
executives’ horizon, internal governance, corporate governance, subordinate managers, liquidity
cancellation, latency, high frequency trading, HFT, quote stuffing, market regulation, volume, risk, latency arbitrage, microstructure
Limit order book, Liquidity, Volatility
Robo-advisory, FinTech, Systematic Investment Plans, Lump Sum Investments
dividends, investor demand, market quality, agency cost
Global REITs, REIT regulation, Dividend, Taxes
REIT, Market Microstructure, Liquidity, Volatility, Financial Crisis
High Frequency Trading, J-REITs, Liquidity, Volatility, Intra-Day, GARCH, Arrowhead, Financial Crisis, Tokyo Stock Exchange
Markov Property, Short Memory, High Frequency Trading, Entropy
Accidents, CEO Overconfidence
Dividend, International, Clientele, Agency costs, Market quality
Return Autocorrelation, Global Stock Markets, Quantile Autoregression Model, Legal Environment, Investor Psychology, Hofstede's Cultural Dimensions
CEO hedging, Mergers and Acquisitions, Risk Aversion, Firm Value
Freedom of choice, investor autonomy, liquidity co-movement, systematic liquidity risk
REITS, corporate governance, dividends, Valuation
Termination Fees, REIT, Contracting, Mergers
Credit Default Swaps, Compensation, Valuation
Heavy-tails, High frequency trading, Markov property, Multi scale entropy
