This paper presents an examination of the relation between pre-trade transparency and market quality in the Tokyo Stock Exchange (TSE). Mixed evidence related to this relation has been reported worldwide. We analyzed this relation using a discrete change of disclosure policy in the 2000s. A positive relation pertains between pre-trade transparency and market quality. This result implies that the change of disclosure policy on the TSE might be effective for market quality improvement to some extent.Pre-trade transparency; Market quality; Quote Disclosure
This paper analyzes the implications of pre-trade transpareny on market performance. We find that t...
This paper examines the impact of pre-trade information transparency in pre-open call auction on mar...
In this paper we examine how the pre-trade transparency (PTT), a specific market microstructure feat...
Purpose The purpose of this paper is to examine the impact of post-trade transparency on price effic...
This paper determines the effects of post-trade opaqueness on market performance. We find that the d...
The paper empirically explores how more trade transparency affects market liquidity. The analysis ta...
none2noWe analyse how Pre-Trade Transparency (PTT) affects the behaviour of different stock traders....
[[abstract]]This paper investigates the effect of changes in pre-trade transparency on trading strat...
Information disclosure prior to opening is implemented by Indonesian stock exchange for improving th...
This paper studies the effects of pre-trade quote transparency on spread, price discovery and liquid...
Following other leading international securities markets, the Tokyo stock exchange [TSE] has adopted...
This dissertation focuses on exogenous regulatory changes, which allow us to provide quantitative ca...
This paper investigates an important feature of market design: pre-trade transparency, defined as th...
The purpose of this study was to analyze the effects that have been caused by changes in pre-trade t...
This paper analyzes the implications of pre-trade transpareny on market performance. We find that t...
This paper examines the impact of pre-trade information transparency in pre-open call auction on mar...
In this paper we examine how the pre-trade transparency (PTT), a specific market microstructure feat...
Purpose The purpose of this paper is to examine the impact of post-trade transparency on price effic...
This paper determines the effects of post-trade opaqueness on market performance. We find that the d...
The paper empirically explores how more trade transparency affects market liquidity. The analysis ta...
none2noWe analyse how Pre-Trade Transparency (PTT) affects the behaviour of different stock traders....
[[abstract]]This paper investigates the effect of changes in pre-trade transparency on trading strat...
Information disclosure prior to opening is implemented by Indonesian stock exchange for improving th...
This paper studies the effects of pre-trade quote transparency on spread, price discovery and liquid...
Following other leading international securities markets, the Tokyo stock exchange [TSE] has adopted...
This dissertation focuses on exogenous regulatory changes, which allow us to provide quantitative ca...
This paper investigates an important feature of market design: pre-trade transparency, defined as th...
The purpose of this study was to analyze the effects that have been caused by changes in pre-trade t...
This paper analyzes the implications of pre-trade transpareny on market performance. We find that t...
This paper examines the impact of pre-trade information transparency in pre-open call auction on mar...
In this paper we examine how the pre-trade transparency (PTT), a specific market microstructure feat...