Details about Yoichi Otsubo

Access statistics for papers by Yoichi Otsubo.

Last updated 2018-12-07. Update your information in the RePEc Author Service.

Short-id: pot46

Working Papers

2014

1. Market Perceptions of US and European Policy Actions Around the Subprime Crisis
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
   Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2012)
   See also Journal Article Market perceptions of US and European policy actions around the subprime crisis, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (6) (2015)

2012

2. Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (1)
3. Price Discovery of Tokyo-New York Cross-listed Stocks
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
4. The Market Microstructure of the European Climate Exchange
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
   Also in Departmental Working Papers, Rutgers University, Department of Economics (2010) View citations (2)
   See also Journal Article The market microstructure of the European climate exchange, Journal of Banking & Finance, Elsevier (2014) View citations (41) (2014)

Journal Articles

2015

1. Market perceptions of US and European policy actions around the subprime crisis
   Journal of International Financial Markets, Institutions and Money, 2015, 37, (C), 99-113 View citations (6)
   See also Working Paper Market Perceptions of US and European Policy Actions Around the Subprime Crisis, IMES Discussion Paper Series (2014) (2014)
2. Measuring the bid-ask spreads: a note on the potential downward bias of the Thompson-Waller estimator
   Applied Economics Letters, 2015, 22, (10), 808-814

2014

3. International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares
   Journal of Empirical Finance, 2014, 25, (C), 36-51 View citations (13)
4. The market microstructure of the European climate exchange
   Journal of Banking & Finance, 2014, 39, (C), 107-116 View citations (41)
   See also Working Paper The Market Microstructure of the European Climate Exchange, LSF Research Working Paper Series (2012) (2012)