Using standard deviations and numbers of price changes calculated from tick data for currency futures, this study finds strong day‐of‐the‐week effects for both the Deutsche mark and Japanese yen, mild effects for the British pound, and no effects for the Canadian dollar after controlling...

This paper explores the relationship between the macroeconomy and real estate returns. Equity REIT data are used as a proxy for real estate returns; however, the equity REIT returns are regressed against returns from the Standard and Poor's 500 Stock Index, saving the residuals. These residuals,...