Profil

OTSUBO Yoichi

Main Referenced Co-authors
GRAMMATIKOS, Theoharry  (1)
LEHNERT, Thorsten  (1)
Mizrach, Bruce (1)
Main Referenced Disciplines
Finance (4)

Publications (total 4)

The most downloaded
461 downloads
Otsubo, Y. (2012). Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9366. https://hdl.handle.net/10993/9366

The most cited

49 citations (OpenCitations)

Otsubo, Y., & Mizrach, B. (February 2014). The Market Microstructure of the European Climate Exchange. Journal of Banking and Finance, 39, 107-116. doi:10.1016/j.jbankfin.2013.11.001 https://hdl.handle.net/10993/9368

Otsubo, Y., & Mizrach, B. (February 2014). The Market Microstructure of the European Climate Exchange. Journal of Banking and Finance, 39, 107-116. doi:10.1016/j.jbankfin.2013.11.001
Peer Reviewed verified by ORBi

Otsubo, Y. (January 2014). International Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares. Journal of Empirical Finance, 25, 36-51. doi:10.1016/j.jempfin.2013.11.003
Peer Reviewed verified by ORBi

Grammatikos, T., Lehnert, T., & Otsubo, Y. (2012). Market Perceptions of US and European Policy Actions Around the Subprime Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/12243.

Otsubo, Y. (2012). Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9366.

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