Yasuhiko Tanigawa

Waseda University - Graduate School of Commerce

1-6-1, Nishi-Waseda

Shinjuku-ku, Tokyo 169-8050

Japan

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Execution Probability of Limit Orders on the Tokyo Stock Exchange

Number of pages: 31 Posted: 18 Dec 2000
Keiichi Omura, Yasuhiko Tanigawa and Jun Uno
Waseda University - Graduate School of Commerce, Waseda University - Graduate School of Commerce and Waseda University
Downloads 768 (31,565)
Citation 4

Abstract:

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Limit orders, market orders, execution probabilities, probit model, tick-by-tick data, bid-ask spreads

2.

Covenants and Collateral in Japanese Corporate Straight Bonds: Choice and Yield Spread

Number of pages: 38 Posted: 04 Oct 2013
Yasuhiko Tanigawa and Shinichi Katsura
Waseda University - Graduate School of Commerce and Kinki University
Downloads 34 (449,694)

Abstract:

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collateral, covenants, multinomial logit