Prof. Jun Uno

SAFE Publications

Author/s	Title	Program Area	Published
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? Journal of Financial Economics	Systemic Risk Lab, Financial Markets	2016

SAFE Working Papers

No.	Author/s	Title	Program Area
144	Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova	Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods	Financial Markets, Systemic Risk Lab
226	Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Central Bank-Driven Mispricing	Financial Markets, Macro Finance, Systemic Risk Lab
95	Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?	Systemic Risk Lab, Financial Markets
182	Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova	Coming Early to the Party	Financial Markets, Systemic Risk Lab

SAFE Research Projects

Researcher	Project	Funded by	Status	Project Duration	Publication Count
Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega	The Impact of QE Interventions on Market Liquidity and Limits to Arbitrage	LOEWE	Completed	2016	1
Mario Bellia, Loriana Pelizzon, Max Riedel, Marti Subrahmanyam, Davide Tomio, Jun Uno	Limits to Arbitrage in Sovereign Bonds: Price and Liquidity Discovery in High Frequency Quote Driven Markets	LOEWE	Completed	2014	1
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova	Strategic Behavior of High Frequency Traders During the Market Pre-Opening Period	Europlace	Completed	2014	1
Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Jan Viebig, Christian Westheide	An Examination of the Strategic Behavior of High-Frequency Traders (HFTs)	LOEWE	Ongoing	2016	1

Back