Kentaro Iwatsubo

Latest

• Causality between Arbitrage and Liquidity in Platinum Futures
• Does firm-level productivity predict stock returns?
• Does Firm-Level Productivity Predict Stock Returns?
• The changing role of foreign investors in Tokyo stock price formation
• Who influences the fundamental value of commodity futures in Japan?
• Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York