Impact of Tick Size Reduction on Liquidity Index in Tokyo Stock Exchange.

Hiroyuki Maruyama Tomoaki Tabata Takaaki Hosoda

Published in: IIAI-AAI (2020)

Keyphrases

stock exchange
stock index
financial markets
portfolio optimization
stock market
stock price
investment strategies
stock trading
futures market
chinese stock market
financial data
dow jones
transaction costs
financial time series
long term
robust optimization
email
black scholes
neural network