Is There Private Information in the FX Market? The Tokyo Experiment
收藏NBER1997-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5936
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资源简介：
It is a common view that private information in the foreign exchange market does not exist. We provide evidence against this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles with the introduction of trading, which cannot be due to
提供机构：
美国国家经济研究局
创建时间：
1997-02-01
