The Efficiency of Tokyo Stock Exchange after High-Speed Trading System 'Arrowhead' Introduced with Respect to Nikkei 225 Index and Future

2013 ◽  
Author(s):  
Koji Inui ◽  
Kazuhiro Mukaidonoand
Keyword(s):  
High Speed ◽  
Stock Exchange ◽  
Trading System ◽  
Tokyo Stock Exchange

Low-Latency Trading and Price Discovery Without Trading: Evidence from The Tokyo Stock Exchange Pre-Opening Period

2015 ◽  
Author(s):  
Mario Bellia ◽  
Loriana Pelizzon ◽  
Marti G. Subrahmanyam ◽  
Jun Uno ◽  
Darya Yuferova
Keyword(s):  
Price Discovery ◽  
Stock Exchange ◽  
Low Latency ◽  
Tokyo Stock Exchange
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