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Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange

, , , and . Journal of Banking & Finance, 29 (6): 1483--1508 (June 2005)

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The components of the bid-ask spread in a limit-order market: evidence from the Tokyo Stock Exchange, , , and . Journal of Empirical Finance, 9 (4): 399--430 (November 2002)Living with the "enemy": an analysis of foreign investment in the Japanese equity market, and . Journal of International Money and Finance, 20 (5): 715--735 (October 2001)Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange, , , and . Journal of Banking & Finance, 29 (6): 1483--1508 (June 2005)