OTSUBO, Y., & Mizrach, B. (February 2014). The Market Microstructure of the European Climate Exchange. Journal of Banking and Finance, 39, 107-116. doi:10.1016/j.jbankfin.2013.11.001 Peer Reviewed verified by ORBi |
OTSUBO, Y. (January 2014). International Cross-listing and Price Discovery under Trading Concentration in the Domestic Market: Evidence from Japanese Shares. Journal of Empirical Finance, 25, 36-51. doi:10.1016/j.jempfin.2013.11.003 Peer Reviewed verified by ORBi |
OTSUBO, Y. (2012). Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9366. |
GRAMMATIKOS, T., LEHNERT, T., & OTSUBO, Y. (2012). Market Perceptions of US and European Policy Actions Around the Subprime Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/12243. |