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
dividends, investor demand, market quality, agency cost
REIT, Market Microstructure, Liquidity, Volatility, Financial Crisis
Global REITs, REIT regulation, Dividend, Taxes
High Frequency Trading, J-REITs, Liquidity, Volatility, Intra-Day, GARCH, Arrowhead, Financial Crisis, Tokyo Stock Exchange
Markov Property, Short Memory, High Frequency Trading, Entropy
Robo-advisory, FinTech, Systematic Investment Plans, Lump Sum Investments
Dividend, International, Clientele, Agency costs, Market quality
Accidents, CEO Overconfidence
Return Autocorrelation, Global Stock Markets, Quantile Autoregression Model, Legal Environment, Investor Psychology, Hofstede's Cultural Dimensions
Freedom of choice, investor autonomy, liquidity co-movement, systematic liquidity risk
Termination Fees, REIT, Contracting, Mergers
CEO hedging, Mergers and Acquisitions, Risk Aversion, Firm Value
REITS, corporate governance, dividends, Valuation
Credit Default Swaps, Compensation, Valuation
Heavy-tails, High frequency trading, Markov property, Multi scale entropy
