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Date of Publication |
Title |
Full Text |
Summary |
| Vol.43 |
2024/03/04 |
Automated Determination of TCFD Recommended Disclosures through Zero-shot Text Classification Using Large Language Models |
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| Vol.42 |
2024/01/31 |
Impact of optimization of the tick size for TOPIX Mid 400 constituents |
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* |
| Vol.41 |
2023/09/11 |
Origins of the Tokyo Stock Exchange: Path Dependence of Trading Systems |
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* |
| Vol.40 |
2022/08/30 |
How Changes in Tick Sizes Affect Investors' Execution Costs |
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* |
| Vol.39 |
2022/06/30 |
Business Diversification of U.S. Stock Exchanges |
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* |
| Special Report |
2022/05/27 |
How does standardization work in derivative markets? Evidence from the options on JGB Futures |
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* |
| Vol.38 |
2022/03/09 |
Analysis of Short Side Market Inefficiencies Using Artificial Market Model |
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| Vol.37 |
2021/09/16 |
Investigation into effectiveness of maker-taker fees in stock markets using artificial market |
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* |
| Special Report |
2021/06/28 |
Expansion of the Heterogeneous Autoregressive Model with Tokyo Stock Exchange Co-Location Dataset |
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* |
| Special Report |
2021/06/24 |
On the evaluation of intraday market quality in the limit-order book markets: A collaborative filtering approach |
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* |
| Vol. 36 |
2021/06/07 |
Issues around the Fragmentation in the U.S. Equities Market |
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* |
| Vol. 35 |
2021/01/28 |
Analysis of Detail Breakdown Trading Data (Margin Transaction and Short Selling) |
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| Special Report |
2020/12/14 |
Report on Pilot Test of DLT Information Sharing Platform in the Field of Securities Post-Trade (Project Name:B-POST) |
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* |
| Vol. 34 |
2020/03/27 |
Systemic Risk Analysis using Multiplex Model among Bank, Company and Financial Market |
* |
* |
| Vol. 33 |
2020/01/30 |
Self-Adjusting Mechanism in the Evolving U.S. Listings Market |
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* |
| Vol. 32 |
2019/08/06 |
A Case Study of Initiatives at JPX on Experimental Tests toward the RPA Adoption Project and its Promotion |
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* |
| Vol. 31 |
2019/05/08 |
Examination of Machine Translation in Corporate Governance Reports |
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* |
| Vol. 30 |
2019/04/09 |
Analysis of the Use of Distributed Ledger Technology in Post-Trade Process of Cross-Border Securities Transaction |
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* |
| Vol. 29 |
2019/04/01 |
Detection of Factors Influencing Market Liquidity Using an Agent-based Simulation |
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* |
| Vol. 28 |
2019/04/01 |
Analysis of Investors’ Behavior through Non-Time Series Analysis of Stock Prices |
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| Vol. 27 |
2019/02/25 |
Liquidity and Arbitrage Cost between ETF and Stocks using Agent-Based Model |
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| Vol. 26 |
2019/02/19 |
Initiatives toward Using Blockchain and Encouraging Open Innovation in the Securities Industry |
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* |
| Vol. 25 |
2019/02/14 |
Simulation of Chain Bankruptcy: the Effects of Asset Price Volatility and the Network Structure |
* |
* |
| Vol. 24 |
2018/12/11 |
Impact on Utility of Traders by Improvement of Liquidity in Stock Secondary Markets |
* |
* |
| Vol. 23 |
2018/07/12 |
Proof of Concept on Utilization of Blockchain Technology in KYC Processes |
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* |
| Vol. 22 |
2018/01/18 |
Study on Applicability of Distributed Ledger Technology in Trade Matching Processes |
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* |
| â””(Supplement) |
(2019/02/19) |
Study on Applicability of DLT in Trade Matching Processes, Phase 2 |
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| Vol. 21 |
2017/09/19 |
Analysis of Reference Price Latencies in Japanese Dark Pools |
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* |
| Vol. 20 |
2017/09/14 |
The Trend of Exploring the Use of Distributed Ledger Technology in the Capital Market |
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* |
| Vol. 19 |
2017/04/28 |
Statistical analysis of high-frequency limit-order book data: On cross-market, single-asset lead-lag relationships in the Japanese stock market |
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* |
| Vol. 18 |
2016/12/14 |
Analysis of the Impact of Capital Adequacy Regulation on Multiple Asset Markets using Artificial Market Simulation |
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* |
| Vol. 17 |
2016/12/08 |
Investigation of Frequent Batch Auctions using Agent Based Model |
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| Vol. 16 |
2016/09/15 |
Movements related to Listed Infrastructure Funds Markets in the U.S. - Studies of MLP, YieldCo, Solar REITs - |
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* |
| Vol. 15 |
2016/08/30 |
Applicability of Distributed Ledger Technology to Capital Market Infrastructure |
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* |
| Vol. 14 |
2016/06/09 |
Analysis of Differences in Trading Behavior at Day and Night Sessions for Nikkei 225 Futures |
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| Vol. 13 |
2016/03/31 |
Empirical analysis of the high-frequency lead/lag relationships of trading activities on limit-order books across the Japanese stock exchanges |
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* |
| Vol. 12 |
2016/03/28 |
The Effects of Japanese Employee Stock Ownership Plans on Productivity, Wages, and Corporate Performance |
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* |
| Vol. 11 |
2016/03/11 |
Predicting Short-Term Market Fluctuations using the VPIN Metric - An Empirical Analysis of Nikkei 225 Futures and Nikkei 225 mini - |
* |
* |
| Vol. 10 |
2015/03/31 |
On the Effects of the 2014 TSE Tick Size Reduction on the Domestic Stock Market: an Empirical Study |
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* |
| Vol. 9 |
2015/03/31 |
Impacts of Speedup of Market System on Price Formations using Artificial Market Simulations |
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| Vol. 8 |
2015/03/31 |
The Impact of Market Maker's Strategy Considering Position to the Competition among Markets: Analysis by Artificial Market Approach |
* |
* |
| Vol. 7 |
2015/01/20 |
Impact of Tick Size Pilot Program on Trading Costs at Tokyo Stock Exchange |
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| Vol. 6 |
2014/07/31 |
High Frequency Quoting, Trading, and Efficiency of Prices |
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| Special Report |
2014/07/10 |
High Frequency Trading and the Complexity of the U.S. Equities Market |
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* |
| Vol. 5 |
2014/07/07 |
Analysis of the Impact of Market Maker's Spread to the Competition among Markets using an Artificial Market |
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* |
| Vol. 4 |
2014/05/20 |
Analysis of High-frequency Trading at Tokyo Stock Exchange |
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| Vol. 3 |
2013/03/19 |
Change Detection of Orders in Stock Markets using Gaussian Mixture Model |
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* |
| Vol. 2 |
2013/01/30 |
Investigation of Relationship between Tick Size and Trading Volume of Markets using Artificial Market Simulations |
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| Vol. 1 |
2012/09/28 |
Short Selling on the Tokyo Stock Exchange and the Effects of the Uptick Rule |
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