UNO Jun 宇野淳

… Alternative Names

Uno Jun 宇野淳

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Researcher Number	00349218
Other IDs
Affiliation (Current)	2025: 早稲田大学, 商学学術院(経営管理研究科), 名誉教授 2025: 早稲田大学, 商学学術院(ファイナンス研究科・センター), その他(招聘研究員)
Affiliation (based on the past Project Information) *help	2023 – 2024: 早稲田大学, 商学学術院(経営管理研究科), 名誉教授 2018 – 2022: 早稲田大学, 商学学術院(経営管理研究科), 教授 2012 – 2014: 早稲田大学, 商学学術院, 教授 2005 – 2007: 早稲田大学, 商学学術院, 教授
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Basic Section 07060:Money and finance-related Except Principal Investigator Basic Section 07060:Money and finance-related
Keywords	Principal Investigator 流動性 / 国債取引 / 国債のスペシャルネス / 非伝統的金融政策 / 国債の希少性 / 国債レポ市場 / Fail-to-delivery / Short-cover / Scarcity / Repo transaction … More / Cover Risk / 国債買入政策 / 貸出レート / 受け渡し決済 / 国債レポ取引 / 国債補完供給 / カバーリスク / レポ市場 / 国債市場 / 流動性補完政策 / 国債貸出 / 国債買入 / 中央銀行 / レポ取引 / 価格交渉力 / 大規模資産購入 / 国債 / 注文不均衡 / ディーラー行動 / 市場のフリクション / 希少性 / 国債大量購入 / 金融政策 / cost of trading / noise / liquidity provision / cognitive biase / disposition effects / herding / myopic bias / institutional investors / 仮想市場システム / 実験研究 / ガバナンス / 機関投資家行動 / ホームカウントリーバイアス / ノイズトレーダー / ヘッジファンド / インデックス運用 / ハーディング / 行動バイアス / 仮想市場実験 / アンケート調査 / クラウドファンディングの可能性 / 市場分断は取引所の流動性に貢献 / HFT / 市場分断 / 流動性供給競争の激化 / 高速取引の浸透 / クラウドファンディング / 金融危機 / 取引高速化 / 市場外取引 / クラウド・ファンディング / 価格発見 / 高頻度取引 … More Except Principal Investigator PTS / 流動性 / 呼値単位 / 株式流通市場 Less

株式市場の流動性供給：呼値単位との関連性
- Principal Investigator
  
  戸辺玲子
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nishogakusha University
An empirical study on sovereign repo market in JapanPrincipal Investigator
- Principal Investigator
  
  Uno Jun
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Waseda University
The fundamental changes witnessed by equity markets due to the High Frequency Traders (HFTs) and its impact on invest managementPrincipal Investigator
- Principal Investigator
  
  UNO Jun
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University
Behavioral Biases among Institutional Investors and Price Mechanism of Japanese Securities Market : Fusion of Survey and Experimental Study ApproachesPrincipal Investigator
- Principal Investigator
  
  UNO Jun
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Waseda University

All 2024 2021 2020 2019 2018 2015 2014 2012 2007 Other

All Journal Article Presentation

[Journal Article] Central bank asset purchases and lending: Impact on search frictions2024
- Author(s)
  Tobe Reiko、Uno Jun
- Journal Title
  
  Journal of Financial Intermediation
  
  Volume: 58 Pages: 101075-101075
- DOI
  10.1016/j.jfi.2024.101075
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01568, KAKENHI-PROJECT-18K01712
[Journal Article] 『国債市場の流動性と金融政策：最近の研究潮流』2021
- Author(s)
  宇野淳　戸辺玲子
- Journal Title
  
  「フィナンシャル・レビュー」
  
  Volume: 146 Pages: 74-94
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01712
[Journal Article] 国債決済期間短縮とイントラデーレポレート2020
- Author(s)
  宇野淳、戸辺玲子
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 58 Pages: 86-97
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01712
[Journal Article] 日銀の金融政策と国債市場の流動性2018
- Author(s)
  宇野淳、戸辺玲子
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 5月号 Pages: 29-39
- Data Source
  KAKENHI-PROJECT-18K01712
[Journal Article] 「HFTと流動性：グローバルな視点から」2015
- Author(s)
  宇野　淳
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 53－4 Pages: 18-28
- Data Source
  KAKENHI-PROJECT-24530368
[Journal Article] 株式市場統合の現状と問題2014
- Author(s)
  宇野淳
- Journal Title
  
  証券アナリストジャーナル
  
  Volume: 52 Pages: 16-23
- Data Source
  KAKENHI-PROJECT-24530368
[Journal Article] Index Fund and Short-term Risk Premium
- Author(s)
  Uno, Jun
- Journal Title
  
  15th Annual Conference of Nippon Finance Association Proceedings
  
  Pages: 135-144
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330075
[Journal Article] Index Fund and Liquidity : An Empirical and Experimental Studies
- Author(s)
  Uno, Jun
- Journal Title
  
  Waseda University Institute of Finance Working Paper Series (forthcoming)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330075
[Presentation] Cover Risk2020
- Author(s)
  宇野　淳
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18K01712
[Presentation] Cover Risk2020
- Author(s)
  宇野淳
- Organizer
  日本金融学会
- Data Source
  KAKENHI-PROJECT-18K01712
[Presentation] Cover Risk2020
- Author(s)
  宇野淳
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18K01712
[Presentation] Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan2019
- Author(s)
  Jun Uno
- Organizer
  Japan Economic Seminar, Columbia Business School
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01712
[Presentation] Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan2019
- Author(s)
  Jun Uno
- Organizer
  Closing Conference on Quantitative Easing and Financial (In)Stablity
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01712
[Presentation] Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus ex Machina?2015
- Author(s)
  宇野　淳
- Organizer
  Development of Securities Markets Conference
- Place of Presentation
  Bocconi University, Milan
- Year and Date
  2015-02-27
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] 「高頻度取引（HFT）に関する実証研究：取引高速化とプレオープニングの発注行動分析」2014
- Author(s)
  宇野　淳
- Organizer
  金融庁金融研究センター
- Place of Presentation
  金融庁金融研究センター
- Year and Date
  2014-06-11
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] Sovereign Credit Risk, Liquidity and ECB Intervention: Deus ex Machina?2014
- Author(s)
  Jun Uno
- Organizer
  American Finance Association
- Place of Presentation
  American Finance Association Anual Conference
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] 「取引所対PTS：市場間競争の初期効果2012
- Author(s)
  宇野淳
- Organizer
  日本ファイナンス学会
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] インデックス運用と短期リスクプレミアム2007
- Author(s)
  宇野淳
- Organizer
  日本ファイナンス学会
- Place of Presentation
  慶磨義塾大学
- Year and Date
  2007-06-16
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17330075
[Presentation] Index Fund and Short-term Risk Premium2007
- Author(s)
  Uno, Jun(2008)
- Organizer
  15th Annual Conference of Nippon Finance Association
- Place of Presentation
  Keio University
- Year and Date
  2007-06-16
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17330075
[Presentation] 国内株式市場のFragmentationとそのインパクト
- Author(s)
  宇野淳
- Organizer
  FPL Japan Electronic Trading Conference
- Place of Presentation
  ローヤルパレスホテル
- Invited
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] The Microstructure of the European Sovereign Bond
- Author(s)
  宇野淳
- Organizer
  大阪大学金融・保険教育研究センター
- Place of Presentation
  大阪大学
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets
- Author(s)
  宇野　淳
- Organizer
  The 10th International Conference on Asian Financial Markets
- Place of Presentation
  Tokyo Stock Exchange
- Year and Date
  2015-01-07 – 2015-01-08
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] 信用リスクと流動性、ECBの市場介入　SOVEREIGN CREDIT RISK, LIQUIDITY AND THE ECB INTERVENTION: 　DEUS EX MACHINA?
- Author(s)
  宇野淳
- Organizer
  MPTフォーラム
- Place of Presentation
  東洋経済新報社
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets
- Author(s)
  宇野　淳
- Organizer
  European Central Bank workshop
- Place of Presentation
  European Central Bank
- Year and Date
  2014-10-20 – 2014-10-21
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] The Microstructure of the European Sovereign Bond Market: A Study of the Euro-Zone Crisis
- Author(s)
  Jun Uno
- Organizer
  Systemic Risk:Liquidity Risk, Governance & Financial Stability
- Place of Presentation
  Australian School of Business UNSW
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets
- Author(s)
  宇野　淳
- Organizer
  41th　European Financial Association Meeting
- Place of Presentation
  Lugano, Swizerland
- Year and Date
  2014-08-25 – 2014-08-27
- Data Source
  KAKENHI-PROJECT-24530368
[Presentation] Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus ex Machina?
- Author(s)
  宇野　淳
- Organizer
  2014 FMA Asian Conference
- Place of Presentation
  一橋大学
- Year and Date
  2014-05-09 – 2014-05-11
- Data Source
  KAKENHI-PROJECT-24530368

1. HODA Takaaki (90581546)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. SUTO Megumi (10206568)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. TANIGAWA Yasuhiko (60163622)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. HIROTA Shinichi (40238415)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. SUSAI Masayuki (40206454)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. MORIYASU Hiroshi (10304924)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 戸辺玲子 (90647281)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

UNO Jun 宇野 淳

Uno Jun 宇野 淳

Research Projects

Research Products

Co-Researchers

株式市場の流動性供給：呼値単位との関連性

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

An empirical study on sovereign repo market in JapanPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

The fundamental changes witnessed by equity markets due to the High Frequency Traders (HFTs) and its impact on invest managementPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Behavioral Biases among Institutional Investors and Price Mechanism of Japanese Securities Market : Fusion of Survey and Experimental Study ApproachesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Central bank asset purchases and lending: Impact on search frictions2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 『国債市場の流動性と金融政策：最近の研究潮流』2021

Author(s)

Journal Title

Data Source

[Journal Article] 国債決済期間短縮とイントラデーレポレート2020

Author(s)

Journal Title

Data Source

[Journal Article] 日銀の金融政策と国債市場の流動性2018

Author(s)

Journal Title

Data Source

[Journal Article] 「HFTと流動性：グローバルな視点から」2015

Author(s)

Journal Title

Data Source

[Journal Article] 株式市場統合の現状と問題2014

Author(s)

Journal Title

Data Source

[Journal Article] Index Fund and Short-term Risk Premium

Author(s)

Journal Title

Description

Data Source

[Journal Article] Index Fund and Liquidity : An Empirical and Experimental Studies

Author(s)

Journal Title

Description

Data Source

[Presentation] Cover Risk2020

Author(s)

Organizer

Data Source

[Presentation] Cover Risk2020

Author(s)

Organizer

Data Source

[Presentation] Cover Risk2020

Author(s)

Organizer

Data Source

[Presentation] Scarcity and Spotlight Effects on Term Structure: Quantitative Easing in Japan2019

Author(s)

Organizer

Data Source

UNO Jun 宇野淳

Uno Jun 宇野淳

[Presentation] 信用リスクと流動性、ECBの市場介入　SOVEREIGN CREDIT RISK, LIQUIDITY AND THE ECB INTERVENTION: 　DEUS EX MACHINA?