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Is there private information in the FX market? : The Tokyo experiment
Itō, Takatoshi; Lyons, Richard K.; Melvin, Michael - 1997
Persistent link: https://www.econbiz.de/10000966492
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Is there private information in the FX market? : The Tokyo experiment
Itō, Takatoshi; Lyons, Richard K.; Melvin, Michael - 1997
Persistent link: https://www.econbiz.de/10000621873
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Is There Private Information in the FX Market? The Tokyo Experiment
Ito, Takatoshi - 1997
this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles … private value is transitory. Finally, the morning exhibits a clear U-shape when Tokyo closes over lunch, and it disappears …
Persistent link: https://www.econbiz.de/10012472888
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Is There Private Information in the FX Market? The Tokyo Experiment
Ito, Takatoshi - 2010
this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles … private value is transitory. Finally, the morning exhibits a clear U-shape when Tokyo closes over lunch, and it disappears …
Persistent link: https://www.econbiz.de/10012763663