Dynamics of Market Liquidity of Japanese Stocks: An Analysis of Tick-by-Tick Data of the Tokyo Stock Exchange

Jun Muranaga
Additional contact information
Jun Muranaga: Bank of Japan

A chapter in Market Liquidity: Research Findings and Selected Policy Implications, 1999, vol. 11, pp 1-25 from Bank for International Settlements

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.bis.org/publ/cgfs11muran.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bis:biscgc:11-13

Access Statistics for this chapter

More chapters in CGFS Papers chapters from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler (webmaster@bis.org).