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Market Structure and Liquidity on the Tokyo Stock Exchange

In: The Industrial Organization and Regulation of the Securities Industry

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  • Bruce N. Lehmann
  • David M. Modest

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  • Bruce N. Lehmann & David M. Modest, 1996. "Market Structure and Liquidity on the Tokyo Stock Exchange," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 275-316, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:8108
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    References listed on IDEAS

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    1. Glosten, Lawrence R, 1994. "Is the Electronic Open Limit Order Book Inevitable?," Journal of Finance, American Finance Association, vol. 49(4), pages 1127-1161, September.
    2. Easley, David & O'Hara, Maureen, 1992. "Time and the Process of Security Price Adjustment," Journal of Finance, American Finance Association, vol. 47(2), pages 576-605, June.
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