Reference health
Volume and individual security returns on the Tokyo Stock Exchange
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2 of 26 checkable references need attention · checked 2026-07-26
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2329139
does not resolve to a known work10.2307/2329504
The 24 checked references that resolve
resolves10.1016/0922-1425(89)90013-3
Market microstructure and price discovery on the Tokyo Stock Exchange
resolves10.2307/2331204
Predictable Patterns after Large Stock Price Changes on the Tokyo Stock Exchange
resolves10.1111/j.1468-5957.1995.tb00892.x
SHORT‐TERM ABNORMAL RETURNS OF THE CONTRARIAN STRATEGY IN THE JAPANESE STOCK MARKET
resolves10.2307/2329143
Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
resolves10.1093/rfs/2.4.495
Trade and the Revelation of Information through Prices and Direct Disclosure
resolves10.1093/rfs/8.3.849
Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange
resolves10.1016/S0927-538X(98)00024-9
The impact of index futures trading on day-of-the-week effects in Japan
resolves10.2307/2331119
A Market Microstructure Explanation for Predictable Variations in Stock Returns following Large Price Changes
The 7 references without a DOI — listed, not checked
no DOI — not checkedAmihud, Y., Mendelson, H., 1993. Liquidity, trading costs and asset prices: implications for Japan. In: Walter, I., Hiraki, T. (Eds.), Restructuring Japan's Financial Markets. Business One Irwin, Homewood, IL, pp. 61–78.
no DOI — not checkedBaigent, G.G., Indro, D.C., Lee, W.Y., Patuwo, B.E., 1997. The impact of diversity of beliefs and noise trading on the relationship between absolute price and volume changes. Working Paper: College of Business Administration, Kent State University.
no DOI — not checkedGibbons, J.D., 1971. Nonparametric Statistical Inference. McGraw-Hill, New York.
no DOI — not checkedKeiretsu no Kenkyu, 1977–1992. Tokyo: Shadan Hojin Keizai Chosa Kyokai.
no DOI — not checkedLlorente, G., Michaely, R., Saar, G., Wang, J., 1998. Dynamic volume-return relation of individual stocks. Working Paper: Sloan School of Management, MIT.
no DOI — not checkedTokyo Stock Exchange, 1992. Tokyo Stock Exchange Fact Book. Tokyo Stock Exchange, Tokyo.
no DOI — not checkedTokyo Stock Exchange, 1998. Tokyo Stock Exchange Fact Book. Tokyo Stock Exchange, Tokyo.
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