Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange

10.1016/j.pacfin.2007.06.004

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Main Authors: Bae, K.-H., Yamada, T., Ito, K.
Other Authors: FINANCE
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44435
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Institution: National University of Singapore
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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
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