Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange
10.1016/j.pacfin.2007.06.004
Saved in:
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Article |
Published: |
2013
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44435 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
id |
sg-nus-scholar.10635-44435 |
---|---|
record_format |
dspace |
spelling |
sg-nus-scholar.10635-444352015-01-06T09:47:44Z Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange Bae, K.-H. Yamada, T. Ito, K. FINANCE Contrarian traders Market liquidity Momentum traders Trading volume Volatility 10.1016/j.pacfin.2007.06.004 Pacific Basin Finance Journal 16 4 370-388 PBFJE 2013-10-09T08:06:22Z 2013-10-09T08:06:22Z 2008 Article Bae, K.-H.,Yamada, T.,Ito, K. (2008). Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange. Pacific Basin Finance Journal 16 (4) : 370-388. ScholarBank@NUS Repository. <a href="https://doi.org/10.1016/j.pacfin.2007.06.004" target="_blank">https://doi.org/10.1016/j.pacfin.2007.06.004</a> 0927538X http://scholarbank.nus.edu.sg/handle/10635/44435 NOT_IN_WOS Scopus |
institution |
National University of Singapore |
building |
NUS Library |
country |
Singapore |
collection |
ScholarBank@NUS |
topic |
Contrarian traders Market liquidity Momentum traders Trading volume Volatility |
spellingShingle |
Contrarian traders Market liquidity Momentum traders Trading volume Volatility Bae, K.-H. Yamada, T. Ito, K. Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
description |
10.1016/j.pacfin.2007.06.004 |
author2 |
FINANCE |
author_facet |
FINANCE Bae, K.-H. Yamada, T. Ito, K. |
format |
Article |
author |
Bae, K.-H. Yamada, T. Ito, K. |
author_sort |
Bae, K.-H. |
title |
Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
title_short |
Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
title_full |
Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
title_fullStr |
Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
title_full_unstemmed |
Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange |
title_sort |
interaction of investor trades and market volatility: evidence from the tokyo stock exchange |
publishDate |
2013 |
url |
http://scholarbank.nus.edu.sg/handle/10635/44435 |
_version_ |
1681082914600648704 |