Research keywords (1)：
現代ファイナンス論、マーケットマイクロストラクチャー、投資家行動、証券市場論、証券論
Research theme for competitive and other funds (5)：
2018 - 2021 An empirical study on sovereign repo market in Japan
2012 - 2015 The fundamental changes witnessed by equity markets due to the High Frequency Traders (HFTs) and its impact on invest management
2012 - 2014 高頻度取引による証券市場変革と資産運用へのインパクト
2005 - 2007 Behavioral Biases among Institutional Investors and Price Mechanism of Japanese Securities Market : Fusion of Survey and Experimental Study Approaches
2005 - マーケットインパクトモデル推計方法の実証的検証
Papers (15)：
Loriana Pelizzon, Marti G Subrahmanyam, Davide Tomio, Jun Uno. Sovereign Credit Risk, Liquidity and ECB Intervention:Deus ex Machina?. working paper. 2013
Loriana Pelizzon, Marti G Subrahmanyam, Davide Tomio, Jun Uno. The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis. working paper. 2013
The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis
(Second Annual Conference on Global Financial Stability 2013)
Speed of Trade and Liquidity
(Asian Finance Association International Conference 2012)
Speed of Trade and Liquidity
(THE SWISS SOCIETY FOR FINANCIAL MARKET RESEARCH 2012)
Speed of Trade and Liquidity
(The 24nd Australasian Finance and Banking Conference 2011 2011)
Ownership Structure,Liquidity,and Firm Value: Effects from Investment Horizon
(Asian Finance Association Conference 2010 2010)
1991/05 - Graham & Dodd Award (Scroll) for 1991
Association Membership(s) (6)：
European Finance Association
, American Finance Association
, Japanese Association of Financial Econometrics and Engineering
, Society of the Economic Studies of Securities
, Japan Society of Monetary Economics
, Nippon Finance Association
